G
Giovanni Peccati
Researcher at University of Luxembourg
Publications - 224
Citations - 7506
Giovanni Peccati is an academic researcher from University of Luxembourg. The author has contributed to research in topics: Central limit theorem & Poisson distribution. The author has an hindex of 40, co-authored 220 publications receiving 6763 citations. Previous affiliations of Giovanni Peccati include University of Paris & Pierre-and-Marie-Curie University.
Papers
More filters
Book
Normal Approximations with Malliavin Calculus
Ivan Nourdin,Giovanni Peccati +1 more
TL;DR: In this article, the authors provide an ideal introduction both to Stein's method and Malliavin calculus, from the standpoint of normal approximations on a Gaussian space, and explain the connections between Stein's methods and Mallian calculus of variations.
Journal ArticleDOI
Central limit theorems for sequences of multiple stochastic integrals
David Nualart,Giovanni Peccati +1 more
TL;DR: In this article, the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1 is characterized.
Journal ArticleDOI
Stein's method on Wiener chaos
Ivan Nourdin,Giovanni Peccati +1 more
TL;DR: In this paper, the authors combine Malliavin calculus with Stein's method to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process.
Book ChapterDOI
Gaussian Limits for Vector-valued Multiple Stochastic Integrals
TL;DR: In this article, necessary and sufficient conditions for a sequence of d-dimensional vectors of multiple stochastic integrals to converge in distribution to a ddimensional Gaussian vector were established.
Book
Random Fields on the Sphere: Representation, Limit Theorems and Cosmological Applications
TL;DR: In this article, the authors present the limit theorems for Gaussian subordinated random fields and their asymptotic properties for the sample power spectrum and bispectra.