Total variation distance between two double Wiener-Itô integrals

Using an approach recently developed by Nourdin and Poly, we improve the rate in an inequality for the total variation distance between two double Wiener-Itô integrals originally due to Davydov and Martynova. An application to the rate of convergence of a functional of a correlated two-dimensional fractional Brownian motion towards the Rosenblatt random variable is then given, following a previous study by Maejima and Tudor.

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Field Value
Source https://hal.science/hal-00784907
Author Zintout, Rola
Maintainer CCSD
Last Updated May 11, 2026, 01:51 (UTC)
Created May 11, 2026, 01:51 (UTC)
Identifier hal-00784907
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institut Élie Cartan de Lorraine (IECL) ; Université de Lorraine (UL)-Centre National de la Recherche Scientifique (CNRS)
creator Zintout, Rola
date 2013-05-11T00:00:00
harvest_object_id a2e97a45-8890-425b-a45f-256d84ea3c6c
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-11-04T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1302.1171
set_spec type:REPORT