[en] The present dissertation provides contributions to three distinct topics of modern stochastic analysis, namely: (a) optimal rates of convergence in multidimensional central limit theorems (CLTs) on a Gaussian space, (b) Fourth Moment Theorems (and associated multidimensional generalisations) in the framework of the chaos of a Markov generator and (c) CLTs for non-linear
functionals of Brownian local times.
Disciplines :
Mathematics
Author, co-author :
Campese, Simon ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Language :
English
Title :
Optimal rates, Fourth Moment Theorems and non-linear functionals of Brownian local times
Defense date :
14 October 2014
Number of pages :
xv,118
Institution :
Unilu - University of Luxembourg, Luxembourg, Luxembourg