References of "ALEA: Latin American Journal of Probability and Mathematical Statistics"
     in
Bookmark and Share    
Full Text
Peer Reviewed
See detailThe law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
Azmoodeh, Ehsan UL; Peccati, Giovanni UL; Poly, Guillaume

in ALEA: Latin American Journal of Probability and Mathematical Statistics (2016), 13

Detailed reference viewed: 65 (2 UL)
Full Text
Peer Reviewed
See detailStein's method for the half-normal distribution with applications to limit theorems related to the simple symmetric random walk
Döbler, Christian UL

in ALEA: Latin American Journal of Probability and Mathematical Statistics (2015), 20(109), 34

Detailed reference viewed: 75 (2 UL)
Full Text
Peer Reviewed
See detailNew Berry-Esseen and Wasserstein bounds in the CLT for non-randomly centered random sums by probabilistic methods
Döbler, Christian UL

in ALEA: Latin American Journal of Probability and Mathematical Statistics (2015), XII(2), 863-902

Detailed reference viewed: 89 (3 UL)
Full Text
Peer Reviewed
See detailOptimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields
Campese, Simon UL

in ALEA: Latin American Journal of Probability and Mathematical Statistics (2013)

We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield ... [more ▼]

We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product, our findings yield exact limits and often give rise to one-term generalized Edgeworth expansions increasing the speed of convergence. Our main mathematical tools are Malliavin calculus, Stein's method and the Fourth Moment Theorem. This work can be seen as an extension of the results of arXiv:0803.0458 to the multi-dimensional case, with the notable difference that in our framework covariances are allowed to fluctuate. We apply our findings to exploding functionals of Brownian sheets, vectors of Toeplitz quadratic functionals and the Breuer-Major Theorem. [less ▲]

Detailed reference viewed: 41 (4 UL)
Full Text
Peer Reviewed
See detailConvergence of Wigner integrals to the tetilla law
Deya, Aurélien; Nourdin, Ivan UL

in ALEA: Latin American Journal of Probability and Mathematical Statistics (2012), 9

Detailed reference viewed: 35 (1 UL)