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...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy: Nourdin, I, Peccati, G, Reinert, G
Format: Journal article
Język:English
Wydane: 2008