Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem

Abstract

The fourth moment theorem provides error bounds in the central limit the- orem for elements of Wiener chaos of any order. It was proved by Nourdin and Pec- cati (31) using Stein's method and the Malliavin calculus. It was also proved by Azmoodeh, Campese and Poly (3) using Stein's method and Dirichlet forms. This paper is an expo- sition on the connections between Stein's method and the Malliavin calculus and between Stein's method and Dirichlet forms, and on how these connections are exploited in proving the fourth moment theorem.