Corpus ID: 119150213

Malliavin-Stein Method: a Survey of Recent Developments

@article{Azmoodeh2018MalliavinSteinMA,
  title={Malliavin-Stein Method: a Survey of Recent Developments},
  author={E. Azmoodeh and G. Peccati and Xiaochuan Yang},
  journal={arXiv: Probability},
  year={2018}
}
Initiated around the year 2007, the Malliavin-Stein approach to probabilistic approximations combines Stein's method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade, Malliavin-Stein techniques have allowed researchers to establish new quantitative limit theorems in a variety of domains of theoretical and applied stochastic analysis. The aim of this short survey is to illustrate some of the latest developments of the… Expand
2 Citations
High-dimensional central limit theorems for homogeneous sums
  • 9
  • PDF

References

SHOWING 1-10 OF 64 REFERENCES
Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
  • 468
  • PDF
Malliavin Calculus and Its Applications
  • 51
  • PDF
Stein’s method on Wiener chaos
  • 327
  • PDF
Stein’s method and Normal approximation of Poisson functionals
  • 115
  • PDF
The fourth moment theorem on the Poisson space
  • 22
  • PDF
...
1
2
3
4
5
...