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Yuh-Jia Lee

Publications and source records attributed to Yuh-Jia Lee.

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Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus

In this paper we establish a framework for normal approximation for white noise functionals by Stein's method and Hida calculus. Our work is inspired by that of Nourdin and Peccati (Probab. Theory Relat. Fields 145, 75-118, 2009), who combined Stein's method and Malliavin calculus for normal approximation for functionals of Gaussian processes.

math.PR↗