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

TL;DR
This paper investigates the convergence rates in central limit theorems for sojourn times of Gaussian fields, utilizing Malliavin calculus and Stein's method, and extends existing results to multidimensional cases.
Contribution
It introduces a novel approach to quantify convergence rates for Gaussian field sojourn times and extends Berman's results to higher dimensions.
Findings
Established convergence rate bounds for fixed and moving levels
Extended Berman's results to multidimensional Gaussian fields
Demonstrated effectiveness of Malliavin calculus and Stein's method in this context
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's method, developed by Nualart, Peccati and Nourdin. We also extend some results of Berman to the multidimensional case.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Geometry and complex manifolds
