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
Pages
17
From page
2158
To page
2174
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
Serial Year
2013
Journal title
Stochastic Processes and their Applications
Record number
1578939
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