Quantitative clts on a gaussian space: a survey of recent developments
ESAIM. Proceedings, Tome 44 (2014), pp. 61-78
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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.
@article{EP_2014_44_a3,
author = {Giovanni Peccati},
title = {Quantitative clts on a gaussian space: a survey of recent developments},
journal = {ESAIM. Proceedings},
pages = {61--78},
year = {2014},
volume = {44},
doi = {10.1051/proc/201444003},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.1051/proc/201444003/}
}
Giovanni Peccati. Quantitative clts on a gaussian space: a survey of recent developments. ESAIM. Proceedings, Tome 44 (2014), pp. 61-78. doi: 10.1051/proc/201444003
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