On a simulation of the oscillation excited by a random force
Petr Holický (1986)
Kybernetika
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Petr Holický (1986)
Kybernetika
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J. D. Chergui (1994)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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Z. Rychlik, D. Szynal (1979)
Banach Center Publications
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Vlasta Kaňková (1990)
Kybernetika
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Hisao Watanabe (1973)
Studia Mathematica
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Ivan Nourdin, Giovanni Peccati, Anthony Réveillac (2010)
Annales de l'I.H.P. Probabilités et statistiques
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We combine Stein’s method with Malliavin calculus in order to obtain explicit bounds in the multidimensional normal approximation (in the Wasserstein distance) of functionals of gaussian fields. Among several examples, we provide an application to a functional version of the Breuer–Major CLT for fields subordinated to a fractional brownian motion.