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Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
Nourdin-Peccati analysis Wiener Wiener-Poisson space general distributions
2012/3/1
Given a reference random variable, we study the solution of its Stein equation and obtain universal bounds on its first and second derivatives. We then extend the analysis of Nourdin and Peccati by bo...