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Quantitative stable limit theorems on the Wiener space
dc.contributor.author | Nourdin, Ivan | |
dc.contributor.author | Nualart, David | |
dc.contributor.author | Peccati, Giovanni | |
dc.date.accessioned | 2017-11-20T19:21:12Z | |
dc.date.available | 2017-11-20T19:21:12Z | |
dc.date.issued | 2016 | |
dc.identifier.citation | Nourdin, Ivan; Nualart, David; Peccati, Giovanni. Quantitative stable limit theorems on the Wiener space. Ann. Probab. 44 (2016), no. 1, 1--41. doi:10.1214/14-AOP965. https://projecteuclid.org/euclid.aop/1454423034 | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/25447 | |
dc.description.abstract | We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize previous works by Nourdin and Nualart [J. Theoret. Probab. 23 (2010) 39–64] and Harnett and Nualart [Stochastic Process. Appl. 122 (2012) 3460–3505], and provide a substantial contribution to a recent line of research, focussing on limit theorems on the Wiener space, obtained by means of the Malliavin calculus of variations. Applications are given to quadratic functionals and weighted quadratic variations of a fractional Brownian motion. | en_US |
dc.publisher | Institute of Mathematical Statistics | en_US |
dc.rights | © Institute of Mathematical Statistics, 2016 | en_US |
dc.subject | Stable convergence | en_US |
dc.subject | Malliavin calculus | en_US |
dc.subject | Fractional Brownian motion | en_US |
dc.title | Quantitative stable limit theorems on the Wiener space | en_US |
dc.type | Article | en_US |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/14-AOP965 | en_US |
kusw.oaversion | Scholarly/refereed, publisher version | en_US |
kusw.oapolicy | This item meets KU Open Access policy criteria. | en_US |
dc.rights.accessrights | openAccess | en_US |