Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus

Louis H. Y. Chen; Yuh-Jia Lee; Hsin-Hung Shih

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arXiv · 1701.00360

Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus

Louis H. Y. Chen·Yuh-Jia Lee·Hsin-Hung Shih

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Abstract

In this paper we establish a framework for normal approximation for white noise functionals by Stein's method and Hida calculus. Our work is inspired by that of Nourdin and Peccati (Probab. Theory Relat. Fields 145, 75-118, 2009), who combined Stein's method and Malliavin calculus for normal approximation for functionals of Gaussian processes.

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Louis H. Y. Chen, Yuh-Jia Lee, Hsin-Hung Shih. 2017-01-02. Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus. https://arxiv.org/abs/1701.00360

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