Stein's method and stochastic analysis of Rademacher functionals
We compute explicit bounds in the Gaussian approximation of functionals of infinite Rademacher sequences. Our tools involve Stein's method, as well as the use of appropriate discrete Malliavin operators. Although our approach does not require the classical use of exchangeable pairs, we employ a...
Үндсэн зохиолчид: | Nourdin, I, Peccati, G, Reinert, G |
---|---|
Формат: | Journal article |
Хэл сонгох: | English |
Хэвлэсэн: |
2008
|
Ижил төстэй зүйлс
Ижил төстэй зүйлс
-
Second order Poincaré inequalities and CLTs on Wiener space
-н: Nourdin, I, зэрэг
Хэвлэсэн: (2008) -
Invariance principles for homogeneous sums: Universality of Gaussian
Wiener chaos
-н: Nourdin, I, зэрэг
Хэвлэсэн: (2009) -
Gaussian approximation of functionals: Malliavin calculus and Stein's method
-н: Reinert, G
Хэвлэсэн: (2011) -
Malliavin–Stein method: a survey of some recent developments
-н: Ehsan Azmoodeh, зэрэг
Хэвлэсэн: (2021-06-01) -
Stein's method for discrete Gibbs measures
-н: Eichelsbacher, P, зэрэг
Хэвлэсэн: (2008)