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DC Field | Value | Language |
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dc.contributor.author | Azmoodeh, E | - |
dc.contributor.author | Peccati, G | - |
dc.contributor.author | Yang, X | - |
dc.date.accessioned | 2022-04-26T14:31:51Z | - |
dc.date.available | 2021-06-01 | - |
dc.date.available | 2022-04-26T14:31:51Z | - |
dc.date.issued | 2021-06-22 | - |
dc.identifier.citation | Ehsan Azmoodeh, Giovanni Peccati, Xiaochuan Yang, Malliavin–Stein method: a survey of some recent developments, Modern Stoch. Theory Appl. 8(2021), no. 2, 141-177, DOI 10.15559/21-VMSTA184 | en_US |
dc.identifier.issn | 2351-6046 | - |
dc.identifier.issn | 2351-6054 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/24505 | - |
dc.description.abstract | Initiated around the year 2007, the Malliavin–Stein approach to probabilistic approximations combines Stein’s method with infinite-dimensional integration by parts formulae based on the use of Malliavin-type operators. In the last decade, Malliavin–Stein techniques have allowed researchers to establish new quantitative limit theorems in a variety of domains of theoretical and applied stochastic analysis. The aim of this survey is to illustrate some of the latest developments of the Malliavin–Stein method, with specific emphasis on extensions and generalizations in the framework of Markov semigroups and of random point measures. | en_US |
dc.description.sponsorship | ES (R-AGR-3376-10) at Lux embourg University. Xiaochuan Yang is supported by the EPSRC grant EP/T028653/1 | en_US |
dc.format.extent | 141 - 177 | - |
dc.language.iso | en | en_US |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | - |
dc.subject | Limit theorems | en_US |
dc.subject | Stein’s method | en_US |
dc.subject | Malliavin calculus | en_US |
dc.subject | Wiener space | en_US |
dc.subject | Poisson space | en_US |
dc.subject | Multiple integral | en_US |
dc.subject | Markov triple | en_US |
dc.subject | Markov generator | en_US |
dc.subject | Eigenspace | en_US |
dc.subject | Eigenfunction | en_US |
dc.subject | Spectrum | en_US |
dc.subject | Functional I` -calculus | en_US |
dc.subject | Weak convergence | en_US |
dc.subject | Fourth moment theorems | en_US |
dc.subject | Berry–Essen bounds | en_US |
dc.subject | Probability metrics | en_US |
dc.title | Malliavin–stein method: A survey of some recent developments | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.15559/21-VMSTA184 | - |
dc.relation.isPartOf | Modern Stochastics: Theory and Applications | - |
pubs.issue | 2 | - |
pubs.publication-status | Published | - |
pubs.volume | 8 | - |
dc.identifier.eissn | 2351-6054 | - |
Appears in Collections: | Dept of Mathematics Research Papers |
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