Limit theorems for Gaussian fields via Chaos Expansions and Applications
Limit theorems for Gaussian fields via Chaos Expansions and Applications
In this PhD thesis, we apply a combination of Malliavin calculus and Stein's method in the framework of probability approximations. The specific problems we tackle with these methods are motivated by probabilistic models in cosmology (Part I: Quantitative CLTs for non linear functionals of random hyperspherical harmonics) and finance (Part …