Total variation distance between two double Wiener-It\^o integrals
Statistics Theory
2013-05-23 v2 Statistics Theory
Abstract
Using an approach recently developed by Nourdin and Poly, we improve the rate in an inequality for the total variation distance between two double Wiener-It\^o integrals originally due to Davydov and Martynova. An application to the rate of convergence of a functional of a correlated two-dimensional fractional Brownian motion towards the Rosenblatt random variable is then given, following a previous study by Maejima and Tudor.
Keywords
Cite
@article{arxiv.1302.1171,
title = {Total variation distance between two double Wiener-It\^o integrals},
author = {Rola Zintout},
journal= {arXiv preprint arXiv:1302.1171},
year = {2013}
}
Comments
arXiv admin note: text overlap with arXiv:0707.3448 by other authors