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arXiv · 1905.04324

Rate of Convergence in the Breuer-Major Theorem via Chaos Expansions

Sefika Kuzgun·David Nualart
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Abstract

We show new estimates for the total variation and Wasserstein distances in the framework of the Breuer-Major theorem. The results are based on the combination of Stein's method for normal approximations and Malliavin calculus together with Wiener chaos expansions.

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Sefika Kuzgun, David Nualart. 2019-05-10. Rate of Convergence in the Breuer-Major Theorem via Chaos Expansions. https://arxiv.org/abs/1905.04324

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