Jean Jacod. Université Paris6. Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1265816883468 (pdf) Ecouter l'intervention : Bande son disponible au format mp3 Durée : 51 mn

In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martingale difference sequences or stationary sequences satisfying projective criteria. Applications to functions of linear...

We will show taht one can combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of arbitrary regular functionals of a given Gaussian field (here, the notion of regularity is in the sense of Malliavin derivability). When applied...