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...
Κύριοι συγγραφείς: | Nourdin, I, Peccati, G, Reinert, G |
---|---|
Μορφή: | Journal article |
Γλώσσα: | English |
Έκδοση: |
2008
|
Παρόμοια τεκμήρια
Παρόμοια τεκμήρια
-
Second order Poincaré inequalities and CLTs on Wiener space
ανά: Nourdin, I, κ.ά.
Έκδοση: (2008) -
Invariance principles for homogeneous sums: Universality of Gaussian
Wiener chaos
ανά: Nourdin, I, κ.ά.
Έκδοση: (2009) -
Gaussian approximation of functionals: Malliavin calculus and Stein's method
ανά: Reinert, G
Έκδοση: (2011) -
Malliavin–Stein method: a survey of some recent developments
ανά: Ehsan Azmoodeh, κ.ά.
Έκδοση: (2021-06-01) -
Stein's method for discrete Gibbs measures
ανά: Eichelsbacher, P, κ.ά.
Έκδοση: (2008)