Quantitative clts on a gaussian space: a survey of recent developments

Quantitative clts on a gaussian space: a survey of recent developments

I will provide a short survey of recent findings concerning normal approximations on a Gaussian space. The results discussed in this work involve Stein’s method, Poincaré-type inequalities, as well as the use of techniques from information theory. The guiding e...

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Bibliographic Details
Main Author: Peccati Giovanni
Format: Article
Language:English
Published: EDP Sciences 2014-01-01
Series:ESAIM: Proceedings and Surveys
Subjects:
Carbery-Wright Inequalities
Central Limit Theorems
Malliavin Calculus
Poincaré inequalities
Relative Entropy
Stein’s Method
Online Access:http://dx.doi.org/10.1051/proc/201444003
Description
Summary:I will provide a short survey of recent findings concerning normal approximations on a Gaussian space. The results discussed in this work involve Stein’s method, Poincaré-type inequalities, as well as the use of techniques from information theory. The guiding example involves ‘exploding Brownian functionals’, that are used as a tool for enhancing the reader’s intuition.
ISSN:1270-900X

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