Azmoodeh, E., Peccati, G., Poly, G.: The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds. ALEA 13, 659–686 (2016)
Ball, K.: The reverse isoperimetric problem for the Gaussian measure. Discrete Comput. Geom. 10(4), 4111–420 (1993)
Bentkus, V.: On the dependence of the Berry-Esseen bound on dimension. J. Stat. Plan. Inference 113, 385–402 (2003)
Breuer, P., Major, P.: Central limit theorems for nonlinear functionals of Gaussian fields. J. Multivar. Anal. 13(3), 425–441 (1983)
Chen, L.H.Y., Goldstein, L., Shao, Q.-M.: Normal Approximation by Stein’s Method. Probability and Its Applications (New York). Springer, Heidelberg (2011)
Campese, S., Nourdin, I., Nualart, D.: Continuous Breuer–Major theorem: tightness and non-stationarity. Ann. Probab. 48(1), 147–177 (2020)
de Jong, P.: A central limit theorem for generalized multilinear forms. J. Multivar. Anal. 34(2), 275–289 (1990)
Döbler, Ch., Peccati, G.: Quantitative de Jong theorems in any dimension. Electron. J. Probab. 22(2), 1–35 (2017)
Götze, F.: On the rate of convergence in the multivariate CLT. Ann. Probab. 19(2), 724–739 (1991)
Kim, Y.T., Park, H.S.: Kolmogorov distance for multivariate normal approximation. Korean J. Math. 23(1), 1–10 (2015)
Koike, Y.: High-dimensional central limit theorems for homogeneous sums. Preprint (2019)
Malliavin–Stein approach: a webpage maintained by Ivan Nourdin. https://sites.google.com/site/malliavinstein/home
Nagaev, S.V.: An estimate of the remainder term in the multidimensional central limit theorem. In: Proceedings of the Third Japan—USSR Symposium on Probability Theory (Tashkent, 1975). Lecture Notes in Math., vol. 550, pp. 419–438. Springer, Berlin (1976)
Nazarov, F.: On the maximal perimeter of a convex set in {\mathbb{R}}^n with respect to a Gaussian measure. In: Milman, V.D., Schechtman, G. (eds.) Geometric Aspects of Functional Analysis. Lecture Notes in Mathematics, vol. 1807, pp. 169–187. Springer, Berlin (2003)
Nourdin, I., Nualart, D.: The functional Breuer–Major theorem. Probab. Theory Relat. Fields 176, 203–218 (2020)
Nourdin, I., Peccati, G.: Stein’s method on Wiener chaos. Probab. Theory Relat. Fields 145, 75–118 (2009)
Nourdin, I., Peccati, G.: Normal Approximations with Malliavin Calculus. From Stein’s Method to Universality. Cambridge Tracts in Mathematics, vol. 192. Cambridge University Press, Cambridge (2012)
Nourdin, I., Peccati, G., Reinert, G.: Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos. Ann. Probab. 38(5), 1947–1985 (2010)
Nourdin, I., Peccati, G., Réveillac, A.: Multivariate normal approximation using Stein’s method and Malliavin calculus. Ann. Inst. Henri Poincaré Probab. Stat. 46(1), 45–58 (2010)
Nourdin, I., Peccati, G., Swan, Y.: Entropy and the fourth moment phenomenon. J. Funct. Anal. 266(5), 3170–3207 (2014)
Nourdin, I., Peccati, G., Yang, X.: Berry-Esseen bounds in the Breuer–Major CLT and Gebelein’s inequality. Electron. Commun. Probab. 24(34), 12 (2019)
Nourdin, I., Rosiński, J.: Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Ann. Probab. 42(2), 497–526 (2014)
Nualart, D.: The Malliavin Calculus and Related Topics, 2nd edn. Springer, Berlin (2006)
Nualart, D., Nualart, E.: Introduction fo Malliavin Calculus. Cambridge University Press, Cambridge (2018)
Nualart, D., Peccati, G.: Central limit theorems for sequences of multiple stochastic integrals. Ann. Probab. 33(1), 177–193 (2005)
Peccati, G., Tudor, C.A.: Gaussian limits for vector-valued multiple stochastic integrals. In: Séminaire de Probabilités XXXVIII, pp. 247–262 (2004)
Peccati, G., Zheng, C.: Multi-dimensional Gaussian fluctuations on the Poisson space. Electron. J. Probab. 15, 1487–1527 (2010)
Raic, M.: A multivariate Berry-Esseen theorem with explicit constants. Bernoulli 25(4A), 2824–2853 (2019)
Schulte, M., Yukich, J.E.: Multivariate second order Poincaré inequalities for Poisson functionals. Electron. J. Probab. 24(130), 1–42 (2019)
Villani, C.: Optimal Transport. Old and New. Grundlehren der mathematischen Wissenschaften, vol. 338. Springer, Berlin (2009)
Zygouras, N.: Discrete stochastic analysis. Lecture notes available on the webpage. https://warwick.ac.uk/fac/sci/statistics/staff/academic-research/zygouras/ (2019)