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The Breuer–Major theorem in total variation: Improved rates under minimal regularity.

Authors :
Nourdin, Ivan
Nualart, David
Peccati, Giovanni
Source :
Stochastic Processes & Their Applications. Jan2021, Vol. 131, p1-20. 20p.
Publication Year :
2021

Abstract

In this paper we prove an estimate for the total variation distance, in the framework of the Breuer–Major theorem, using the Malliavin–Stein method, assuming the underlying function g to be once weakly differentiable with g and g ′ having finite moments of order four with respect to the standard Gaussian density. This result is proved by a combination of Gebelein's inequality and some novel estimates involving Malliavin operators. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
131
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
147155296
Full Text :
https://doi.org/10.1016/j.spa.2020.08.007