Lectures on Gaussian approximations with Malliavin calculusNourdin, Ivan ![]() in Lecture notes in Mathematics (2013) Detailed reference viewed: 259 (2 UL) Convergence in law in the second Wiener/Wigner chaosNourdin, Ivan ; in Electronic Communications in Probability (2012), 17(36), Detailed reference viewed: 163 (2 UL) Selected aspects of fractional Brownian motionNourdin, Ivan ![]() Book published by Springer (2012) Detailed reference viewed: 330 (4 UL) Convergence of Wigner integrals to the tetilla law; Nourdin, Ivan ![]() in ALEA: Latin American Journal of Probability and Mathematical Statistics (2012), 9 Detailed reference viewed: 129 (1 UL) Wigner chaos and the fourth moment; Nourdin, Ivan ; Peccati, Giovanni et alin Annals of Probability (2012), 40(4), 1577--1635 Detailed reference viewed: 288 (2 UL) Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants; ; Nourdin, Ivan et alin Latin American Journal of Probability and Mathematical Statistics (2012), 9(2), 473--500 Detailed reference viewed: 143 (3 UL) Normal approximations with Malliavin calculusNourdin, Ivan ; Peccati, Giovanni ![]() Book published by Cambridge University Press (2012) Detailed reference viewed: 362 (13 UL) Yet another proof of the Nualart-Peccati criterionNourdin, Ivan ![]() in Electronic Communications in Probability (2011), 16 Detailed reference viewed: 273 (1 UL) Quantitative Breuer-Major theoremsNourdin, Ivan ; Peccati, Giovanni ; in Stochastic Processes and Their Applications (2011), 121(4), 793--812 Detailed reference viewed: 291 (3 UL) On the Gaussian approximation of vector-valued multiple integrals; Nourdin, Ivan ![]() in Journal of Multivariate Analysis (2011), 102(6), 1008-1017 Detailed reference viewed: 186 (2 UL) The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter H=1/6Nourdin, Ivan ; ; in Electronic Journal of Probability (2010), 15 Detailed reference viewed: 142 (5 UL) Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTsNourdin, Ivan ; Peccati, Giovanni ![]() in Latin American Journal of Probability and Mathematical Statistics (2010), 7 Detailed reference viewed: 133 (1 UL) Invariance principles for homogeneous sums: universality of Gaussian Wiener chaosNourdin, Ivan ; Peccati, Giovanni ; in Annals of Probability (2010), 38(5), 1947--1985 Detailed reference viewed: 279 (3 UL) Multivariate normal approximation using Stein's method and Malliavin calculusNourdin, Ivan ; Peccati, Giovanni ; in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2010), 46(1), 45--58 Detailed reference viewed: 280 (2 UL) Cumulants on the Wiener spaceNourdin, Ivan ; Peccati, Giovanni ![]() in Journal of Functional Analysis (2010), 258(11), 3775--3791 Detailed reference viewed: 225 (1 UL) Central limit theorems for multiple Skorohod integralsNourdin, Ivan ; in Journal of Theoretical Probability (2010), 23(1), 39-64 Detailed reference viewed: 110 (4 UL) Stein's method meets Malliavin calculus: a short survey with new estimatesNourdin, Ivan ; Peccati, Giovanni ![]() in Recent development in stochastic dynamics and stochastic analysis (2010) Detailed reference viewed: 267 (6 UL) Limit theorems for nonlinear functionals of Volterra processes via white noise analysis; Nourdin, Ivan ; in Bernoulli (2010), 16(4), 1262-1293 Detailed reference viewed: 213 (2 UL) Central and non-central limit theorems for weighted power variations of fractional Brownian motionNourdin, Ivan ; ; in Annales de l'Institut Henri Poincare (B) Probability & Statistics (2010), 46(4), 1055-1079 Detailed reference viewed: 189 (10 UL) Almost sure central limit theorems on the Wiener space; Nourdin, Ivan ; in Stochastic Processes and Their Applications (2010), 120 Detailed reference viewed: 154 (3 UL) |
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