Displaying similar documents to “Estimation and tests of the discrete probability law based on the empirical generating function, (two dimensional case).”

Multivariate normal approximation using Stein’s method and Malliavin calculus

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.