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

Viet-Hung Pham

Stochastic Processes and their Applications, 2013, vol. 123, issue 6, 2158-2174

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; Sojourn time; Malliavin calculus; Hermite polynomials (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (5)

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DOI: 10.1016/j.spa.2013.01.016

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