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  • 标题:Berry-Esseen bounds in the Breuer-Major CLT and Gebelein’s inequality
  • 本地全文:下载
  • 作者:Ivan Nourdin ; Giovanni Peccati ; Xiaochuan Yang
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2019
  • 卷号:24
  • DOI:10.1214/19-ECP241
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi $ satisfying minimal regularity assumptions. Our approach is based on the combination of the Malliavin-Stein approach for normal approximations with Gebelein’s inequality, bounding the covariance of functionals of Gaussian fields in terms of maximal correlation coefficients.
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