Title of article :
On the rate of convergence for central limit theorems of sojourn times of Gaussian fields
Author/Authors :
Pham، نويسنده , , Viet-Hung، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
The aim of this paper is to control the rate of convergence for central limit theorems of sojourn times of Gaussian fields in both cases: the fixed and the moving level. Our main tools are the Malliavin calculus and the Stein method, developed by Nualart, Peccati and Nourdin. We also extend some results of Berman to the multidimensional case.
Keywords :
Gaussian field , Malliavin Calculus , Sojourn time , Hermite polynomials
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications