Abstract

Nous expliquons comment combiner la methode de Stein avec les outils du calcul de Malliavin pour majorer, de maniere explicite, la distance de Wasserstein entre une fonctionnelle d’un champs gaussien donnee et son approximation normale multidimensionnelle. Entre autres exemples, nous associons des bornes a la version fonctionnelle du theoreme de la limite centrale de Breuer–Major, dans le cas du mouvement brownien fractionnaire.

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