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This paper concerns the rate of convergence in the mul- tidimensional normal approximation of functional of Gaussian fields. The aim of the present work is to derive explicit upper bounds of the Kolmogorov distance for the rate of convergence instead of Wasser- stein distance studied by Nourdin et al. [Ann. Inst. H. Poincar ́e(B) Probab.Statist. 46(1) (2010) 45-98].
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참고문헌 (10)
참고문헌 신청
Bhattacharya, R. N. / 1986 / Normal Approximation and Asymptotic Expansion / Krieger
Breuer, P / 1983 / Central limit theorems for nonlinear functionals of Gaussian eds / J. Multivariate Analysis 13 (3) : 425 ~ 441
Chen, L / 2005 / Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap. / Singapore Univ. Press : 1 ~ 59
D. Nualart / 2006 / Malliavin calculus and related topics / Springer
Giraitis, L / 1985 / CLT and other limit theorems for functionals of Gaussian processes, Z. Wahrscheinlichkeitstheor / Verwandte Geb. 70 (3) : 191 ~ 212
Breuer, P / 1983 / Central limit theorems for nonlinear functionals of Gaussian eds / J. Multivariate Analysis 13 (3) : 425 ~ 441
Chen, L / 2005 / Lect. Notes Ser. Inst. Math. Sci. Natl. Univ. Singap. / Singapore Univ. Press : 1 ~ 59
D. Nualart / 2006 / Malliavin calculus and related topics / Springer
Giraitis, L / 1985 / CLT and other limit theorems for functionals of Gaussian processes, Z. Wahrscheinlichkeitstheor / Verwandte Geb. 70 (3) : 191 ~ 212
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