Rate of Convergence in the Breuer-Major Theorem via Chaos Expansions
classification
🧮 math.PR
keywords
breuer-majorchaosexpansionstheoremapproximationscalculuscombinationconvergence
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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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