most citedNourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions

2 citations · 2 across the 2 of their papers we have counts for

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2 papers

math.PR2012★ 2 cited

Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions

Richard Eden, Juan Víquez

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 Nourd…

math.PR2010

General upper and lower tail estimates using Malliavin calculus and Stein's equations

Richard Eden, Frederi Viens

Following a strategy recently developed by Ivan Nourdin and Giovanni Peccati, we provide a general technique to compare the tail of a given random variable to that of a reference d…