Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus
Probability
2017-09-20 v2
Abstract
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.
Keywords
Cite
@article{arxiv.1701.00360,
title = {Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus},
author = {Louis H. Y. Chen and Yuh-Jia Lee and Hsin-Hung Shih},
journal= {arXiv preprint arXiv:1701.00360},
year = {2017}
}