Title :

High order asymptotic expansion for Wiener functionals

Author(s) :

Tudor, Ciprian [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Yoshida, Nakahiro [Auteur]

English keyword(s) :

and Phrases: Asymptotic expansion
Stein-Malliavin calculus
Central limit theorem
cumulants
wave equation

HAL domain(s) :

Mathématiques [math]/Probabilités [math.PR]

English abstract : [en]

By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expansion theory for a sequence of vector-valued random variables. Our asymptotic expansion formulas give the development of ...
Show more >By combining the Malliavin calculus with Fourier techniques, we develop a high-order asymptotic expansion theory for a sequence of vector-valued random variables. Our asymptotic expansion formulas give the development of the characteristic functional and of the local density of the random vectors up to an arbitrary order. We analyzed in details an example related to the wave equation with space-time white noise which also provides interesting facts on the correlation structure of the solution to this equation.Show less >

Language :

Anglais

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL