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Multivariate Normal Approximation on the Wiener Space: New Bounds in the Convex Distance |
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| Authors: | Nourdin Ivan Peccati Giovanni Yang Xiaochuan |
| Affiliation: | 1.Department of Mathematics, University of Luxembourg, Esch-sur-Alzette, Luxembourg ;2.Department of Mathematical Sciences, University of Bath, Bath, UK ; |
| Abstract: | Journal of Theoretical Probability - We establish explicit bounds on the convex distance between the distribution of a vector of smooth functionals of a Gaussian field and that of a normal vector... |
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