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 ϕ 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
Copyright © The Author(s) 2021. We establish explicit bounds on the convex distance between the dist...
Consider the multivariate Stein equation $\Delta f - x\cdot \nabla f = h(x) - E h(Z)$, where $Z$ is ...
The central limit theorem (CLT) is one of the most fundamental results in probability; and establish...
27 pages. To appear in The Annals of ProbabilityWe show how to detect optimal Berry-Esséen bounds in...
29 pagesInternational audienceLet {F_n} be a normalized sequence of random variables in some fixed W...
We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate $U$-s...
18 pagesInternational audienceWe combine Stein's method with Malliavin calculus in order to obtain e...
In this thesis we deal with a correlation inequality for Gaussian random variables called Gebelein's...
peer reviewedWe develop techniques for determining the exact asymptotic speed of convergence in the ...
24 pagesInternational audienceWe consider sequences of random variables of the type $S_n= n^{-1/2} \...
To appear in "Stochastic Analysis and Applications"International audienceUsing the Stein method on W...
AbstractWe consider sequences of random variables of the type Sn=n−1/2∑k=1n{f(Xk)−E[f(Xk)]}, n≥1, wh...
We present an improved version of the second-order Gaussian Poincaré inequality, first introduced in...
We obtain rates of convergence in limit theorems of partial sums Sn for certain sequences of depende...
Consider a Gaussian stationary sequence with unit variance X={Xk;k∈N∪{0}}. Assume that the central l...
Copyright © The Author(s) 2021. We establish explicit bounds on the convex distance between the dist...
Consider the multivariate Stein equation $\Delta f - x\cdot \nabla f = h(x) - E h(Z)$, where $Z$ is ...
The central limit theorem (CLT) is one of the most fundamental results in probability; and establish...
27 pages. To appear in The Annals of ProbabilityWe show how to detect optimal Berry-Esséen bounds in...
29 pagesInternational audienceLet {F_n} be a normalized sequence of random variables in some fixed W...
We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate $U$-s...
18 pagesInternational audienceWe combine Stein's method with Malliavin calculus in order to obtain e...
In this thesis we deal with a correlation inequality for Gaussian random variables called Gebelein's...
peer reviewedWe develop techniques for determining the exact asymptotic speed of convergence in the ...
24 pagesInternational audienceWe consider sequences of random variables of the type $S_n= n^{-1/2} \...
To appear in "Stochastic Analysis and Applications"International audienceUsing the Stein method on W...
AbstractWe consider sequences of random variables of the type Sn=n−1/2∑k=1n{f(Xk)−E[f(Xk)]}, n≥1, wh...
We present an improved version of the second-order Gaussian Poincaré inequality, first introduced in...
We obtain rates of convergence in limit theorems of partial sums Sn for certain sequences of depende...
Consider a Gaussian stationary sequence with unit variance X={Xk;k∈N∪{0}}. Assume that the central l...
Copyright © The Author(s) 2021. We establish explicit bounds on the convex distance between the dist...
Consider the multivariate Stein equation $\Delta f - x\cdot \nabla f = h(x) - E h(Z)$, where $Z$ is ...
The central limit theorem (CLT) is one of the most fundamental results in probability; and establish...