Quantitative clts on a gaussian space: a survey of recent developments
I will provide a short survey of recent findings concerning normal approximations on a Gaussian space. The results discussed in this work involve Stein’s method, Poincaré-type inequalities, as well as the use of techniques from information theory. The guiding example involves ‘exploding Brownian functionals’, that are used as a tool for enhancing the reader’s intuition.
Mathematics Subject Classification: 60F05 / 60G15 / 60H07
Key words: Carbery-Wright Inequalities / Central Limit Theorems / Malliavin Calculus / Poincaré inequalities / Relative Entropy / Stein’s Method
© EDP Sciences, SMAI 2013