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

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.

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Year of publication:	2013
Authors:	Pham, Viet-Hung
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 6, p. 2158-2174
Publisher:	Elsevier
Subject:	Gaussian field \| Sojourn time \| Malliavin calculus \| Hermite polynomials

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010664973