On the rate of convergence for central limit theorems of sojourn times of Gaussian fields

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:123

Article

Viet-Hung Pham

关键词: Gaussian field;    Sojourn time;    Malliavin calculus;    Hermite polynomials;   

DOI  :  10.1016/j.spa.2013.01.016

来源: Elsevier

【 摘 要 】

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. (C) 2013 Elsevier B.V. All rights reserved.

【 授权许可】

Free