Malliavin-Stein approach
A webpage maintained by Ivan Nourdin

#### Why this webpage?

• In a seminal paper of 2005, Nualart and Peccati discovered a surprising central limit theorem (called the ``fourth moment theorem'' in the sequel; alternative proofs can be found here, here and here) for sequences of multiple stochastic integrals of a fixed order: in this context, convergence in distribution to the standard normal law is actually equivalent to convergence of just the fourth moment! Shortly afterwards, Peccati and Tudor gave a multidimensional version of this characterization.

• Since the publication of these two pathbreaking papers, many improvements and developments on this theme have been considered. Among them is the work by Nualart and Ortiz-Latorre, giving a new proof only based on Malliavin calculus and the use of integration by parts on Wiener space. A second step is my joint paper ``Stein's method on Wiener chaos" written in collaboration with Peccati in which, by bringing together Stein's method with Malliavin calculus, we were able (among other things) to associate quantitative bounds to the fourth moment theorem.

• It turns out that Stein's method and Malliavin calculus fit together admirably well, and that their interaction has led to some remarkable new results involving central and non-central limit theorems for functionals of infinite-dimensional Gaussian fields.

• This webpage aims to gather all the available ressources research papers having any link with the fourth moment theorem and related stuff. I have tried to be as comprehensive as possible, but several links are surely missing. In case, please feel free to contact me (inourdin@gmail.com).

#### Year 2018

1. D. Armentano, J.-M. Azaïs, F. Dalmao, José León (2018): Central Limit Theorem for the number of real roots of Kostlan Shub Smale random polynomial systems, preprint

2. C. Berzin (2018): Estimation of Local Anisotropy Based on Level Sets, preprint

#### Year 2017

1. B. Arras, E. Azmoodeh, G. Poly and Y. Swan (2017): A bound on the 2-Wasserstein distance between linear combinations of independent random variables, preprint

2. B. Arras, E. Azmoodeh, G. Poly and Y. Swan (2017): Stein characterizations for linear combinations of gamma random variables, preprint

3. E. Azmoodeh and D. Gasbarra (2017): New moments criteria for convergence towards normal product/tetilla laws, preprint

4. D. Bell and D. Nualart (2017): Noncentral limit theorem for the generalized Rosenblatt process, preprint

5. S. Bourguin and S. Campese (2017): Free quantitative fourth moment theorems on Wigner space, preprint

6. S. Bourguin and I. Nourdin (2017): Freeness characterizations on free chaos spaces, preprint

7. V. Cammarota (2017): Nodal area distribution for arithmetic random waves, preprint

8. Y. Chen, Y. Hu and Z. Wang (2017): Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise, preprint

9. Y. Chen and G. Jiang (2017): A note on the Moment of Complex Wiener-Ito Integrals, preprint

10. C. Döbler and K. Krokowski (2017): On the fourth moment condition for Rademacher chaos, preprint

11. C. Döbler and G. Peccati (2017): The fourth moment theorem on the Poisson space, preprint

12. C. Döbler, A. Vidotto and G. Zheng (2017): Fourth moment theorems on the Poisson space in any dimension, preprint

13. S. Douissi, K. Es-Sebaiy and F.G. Viens (2017): Berry-Esséen bounds for parameter estimation of general Gaussian processes, preprint

14. T. Fissler (2017): On Higher Order Elicitability and Some Limit Theorems on the Poisson and Wiener Space, PhD thesis, University of Bern

15. M. Gao and J. Fang (2017): Multidimensional Free Poisson Limits on Free Stochastic Integral Algebras, preprint

16. A. Granelli and A. Veraart (2017): A central limit theorem for the realised covariation of a bivariate Brownian semistationary process, preprint

17. D. Harnett, A. Jaramillo and D. Nualart (2017): Symmetric stochastic integrals with respect to a class of self-similar Gaussian processes, preprint

18. Y. Hu, D. Nualart and H. Zhou (2017): Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter, preprint

19. P. V. Hung (2017): Quantitative Central Limit Theorems of Spherical Sojourn Times of Isotropic Gaussian Fields, Acta Math Vietnam

20. A. Jaramillo and D. Nualart (2017): Functional limit theorem for the self-intersection local time of the fractional Brownian motion, preprint

21. M. Khalil, C.A. Tudor and M. Zili (2017): Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise, Stoch. Dyn., in press

22. Y. Kim and H. Park (2017): Optimal Berry–Esseen bound for statistical estimations and its application to SPDE, J. Multi. Anal., in press

23. Y. Kim and H. Park (2017): Optimal Berry–Esseen bound for an estimator of parameter in the Ornstein–Uhlenbeck process, J. Korean. Statist. Society, in press

24. Y. Kim and H. Park (2017): Convergence rate of a test statistics observed by the longitudinal data with long memory, Comm. Stat. Appl. Methods 24, pp. 481-492

25. Y. Koike (2017): Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data, preprint

26. M. Kratz and S. Vadlamani (2017): Central Limit Theorem for Lipschitz–Killing Curvatures of Excursion Sets of Gaussian Random Fields, J. Theoret. Probab., in press

27. K. Krokowski and C. Thaele (2017): Multivariate central limit theorems for Rademacher functionals with applications, preprint

28. C. Krein (2017): Weak convergence on Wiener space: targeting the first two chaoses, preprint

29. R. Lachièze-Rey, M. Schulte and J.E. Yukich (2017): Normal approximation for stabilizing functionals, preprint

30. D. Marinucci, M. Rossi and I. Wigman (2017): The Asymptotic Equivalence of the Sample Trispectrum and the Nodal Length for Random Spherical Harmonics, preprint

31. I. Nourdin, G. Peccati and M. Rossi (2017): Nodal Statistics of Planar Random Waves, preprint

32. I. Nourdin and D. Tran (2017): Statistical inference for Vasicek-type model driven by Hermite processess, preprint

33. I. Nourdin and G. Zheng (2017): Exchangeable pairs on Wiener chaos, preprint

34. D. Novotna and V. Benes (2017): Central limit theorem for functionals of Gibbs particle processes, preprint

35. R. Passeggeri and A. Veraart (2017): Limit theorems for multivariate Brownian semistationary processes and feasible results, preprint

36. G. Peccati and M. Rossi (2017): Quantitative limit theorems for local functionals of arithmetic random waves, preprint

37. N. Privault and G. Serafin (2017): Stein approximation for functionals of independent random sequences, preprint

38. N. Privault and Q. She (2017): Conditional Stein approximation for Itô and Skorohod integrals, Stat. Probab. Letters, in press

39. X. Sun and L. Yan (2017): Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion, J. Statist. Plan. Inf., in press

40. C. Thaele, N. Turchi and F. Wespi (2017): Random polytopes: variances and central limit theorems for intrinsic volumes, preprint

41. C. Tudor, N. Yoshida (2017): Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos, preprint

42. N. Turchi and F. Wespi (2017): Limit theorems for random polytopes with vertices on convex surfaces, preprint

43. A. Vidotto (2017): An Improved Second Order Poincaré Inequality for Functionals of Gaussian Fields, preprint

44. J. Viquez (2017): Normal Convergence Using Malliavin Calculus With Applications and Examples, Stochastic Analysis and Applications 2017

45. G. Zheng (2017): A Peccati-Tudor type theorem for Rademacher chaoses, preprint

#### Year 2016

1. S. Bai (2016): Probabilistic and statistical problems related to long-range dependence, PhD thesis, Boston University

2. B. Bhattacharya, P. Diaconis and S. Mukherjee (2016): Universal Limit Theorems in Graph Coloring Problems With Connections to Extremal Combinatorics, Ann. Appl. Probab., to appear

3. G. Binotto, I. Nourdin and D. Nualart (2016): Weak symmetric integrals with respect to the fractional Brownian motion, preprint

4. S. Bourguin and C. Durastanti (2016): On normal approximations for the two-sample problem on multidimensional tori, preprint

5. S. Bourguin and C. Durastanti (2016): On high-frequency limits of U-statistics in Besov spaces over compact manifolds, preprint

6. V. Cammarota and D. Marinucci (2016): A Quantitative Central Limit Theorem for the Euler-Poincaré Characteristic of Random Spherical Eigenfunctions, preprint

7. F. Caravenna, R. Sun and N. Zygouras (2016): Scaling limits of disordered systems and disorder relevance, preprint

8. L. Chen (2016):  A Diffusion Model for Compositional Data, PhD thesis, Kent State University

9. L. H. Y. Chen, Y.-J. Lee and H.-H. Shih (2016):  Normal Approximation for White Noise Functionals by Stein's Method and Hida Calculus, preprint

10. C. Döbler and G. Peccati (2016): Quantitative de Jong theorems in any dimension, preprint

11. C. Döbler and G. Peccati (2016): The Gamma Stein equation and non-central de Jong theorems, preprint

12. K. Es-Sebaiy and F. Viens (2016): Optimal rates for parameter estimation of stationary Gaussian processes, preprint

13. M. Fathi and B. Nelson (2016): Free Stein kernels and an improvement of the free logarithmic Sobolev inequality, preprint

14. T. Fissler and C. Thaele (2016): A new quantitative central limit theorem on the Wiener space with applications to Gaussian processes, preprint

15. A. Gouwy (2016): On various aspects of Stein's method: quantitative approximation for stochastic limit theorems, Master thesis, Universiteit Gent

16. J. Grygierek and C. Thaele (2016): Gaussian fluctuations for edge counts in high-dimensional random geometric graphs, preprint

17. Y. Kim and H. Park (2016): Berry–Esseen Type bound of a sequence Xn/Yn and its application, J. Korean Statist. Soc., in press

18. R. Malukas (2016): A Berry–Esséen bound for H-variation of a Gaussian process, Lithuanian Mathematical Journal 56, no. 1, pp. 77-106

19. T. Mastrolia (2016): Density analysis of non-Markovian BSDEs and applications to biology and finance, preprint

20. L. Neufcourt and F. Viens (2016): A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences, preprint

21. L. Neufcourt and F. Viens (2016): A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences, preprint

22. T. D. Nguyen (2016): Gaussian density estimates for the solution of singular stochastic Riccati equations, Appl Math 61, pp. 515-526

23. M. Rossi (2016): The Defect of Random Hyperspherical Harmonics, preprint

24. T. Sottinen and L. Viitasaari (2016): Parameter Estimation for the Langevin Equation with Stationary-Increment Gaussian Noise, preprint

25. G. Torrisi (2016): Probability approximation of point processes with Papangelou conditional intensity, preprint

26. C. Tudor (2016): Multidimensional Selberg theorem and fluctuations of the zeta zeros via Malliavin calculus, preprint

27. R. Zeineddine (2016): Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time, preprint

28. G. Zheng (2016): Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals, preprint

#### Year 2015

1. E. Azmoodeh and G. Peccati (2015): Optimal Berry-Esseen bounds on the Poisson space, preprint

2. S. Bachmann and G. Peccati (2015): Concentration Bounds for Geometric Poisson Functionals: Logarithmic Sobolev Inequalities Revisited, preprint

3. S. Bai and M. S. Taqqu (2015): The universality of homogeneous polynomial forms and critical limits, J. Theoret. Probab., to appear

4. S. Bai, M. S. Ginovyan and M. S. Taqqu (2015): Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes, preprint

5. V. Bally and L. Caramellino (2015): An invariance principle for stochastic series I. Gaussian limits, preprint

6. E. del Barrio (2015): Berry-Esseen bounds for weighted averages of Poisson avoidance functionals, preprint

7. S. Bourguin (2015): Vector-valued semicircular limits on the free Poisson chaos, preprint

8. S. Campese (2015): Fourth Moment Theorems for complex Gaussian approximation, preprint

9. S. Campese, I. Nourdin, G. Peccati and G. Poly (2015): Multivariate Gaussian approximations on Markov chaoses, preprint

10. F. Caravenna, R. Sun and N. Zygouras (2015): Universality in marginally relevant disordered systems, preprint

11. L. H. Y. Chen (2015): Stein meets Malliavin in normal approximation, Acta Math. Vietnam. 40, 205-230.

12. L. H. Y. Chen and G. Poly (2015): Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem, Festschrift Masatoshi Fukushima (Z-Q Chen, N. Jacob, M. Takeda and T. Uemura, eds.), Interdisciplinary Mathematical Sciences Vol. 17, World Scientific, 107-130.

13. P.-C. Chu (2015): Stein's Method, Malliavin Calculus, Lévy White Noise Analysis, and their Applications in Financial Mathematics, PhD Thesis, School of Mathematical Sciences, University of Nottingham.

14. F. Dalmao (2015): CLT for the zeros of Kostlan Shub Smale random polynomials, preprint

15. L. Decreusefond (2015): The Stein-Dirichlet-Malliavin method, ESAIM: Proceedings, EDP Sciences, 2015, pp.11

16. C. Durastanti (2015): Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields, preprint

17. B. El Onsy, K. Es-Sebaiy and F. G. Viens (2015): Parameter Estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise, preprint

18. K. Es-Sebaiy and F.G. Viens (2015): Parameter estimation for SDEs related to stationary Gaussian processes, preprint

19. T. Fissler and C. Thaele (2015): A four moments theorem for Gamma limits on a Poisson chaos, preprint

20. D. Harnett and D. Nualart (2015): Central limit theorem for functionals of a generalized self-similar process, preprint

21. A. Jaramillo and D. Nualart (2015): Asymptotic properties of the derivative of self-intersection local time of fractional Brownian motion, preprint

22. Y. Kim and H. Park (2015): Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation, J. Korean Statist. Soc., in press

23. Y. Kim and H. Park (2015): Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion, Statist. Probab. Lett., in press

24. Y. Kim and H. Park (2015): Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications, J. Korean Statist. Soc., in press

25. Y. Kim and H. Park (2015): Kolmogorov distance for multivariate normal approximation, Korean J. Math. 23, no. 1, pp. 1-10

26. K. Krokowski (2015): Poisson approximation of Rademacher functionals by the Chen-Stein method and Malliavin calculus, preprint

27. K. Krokowski, A. Reichenbachs and C. Thaele (2015): Discrete Malliavin-Stein method: Berry-Esseen bounds for random graphs, point processes and percolation, preprint

28. S. Kusuoka and C.A. Tudor (2015): Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions, preprint

29. R. Lachèze-Rey and M. Reitzner (2015): U-statistics in stochastic geometry, book chapter

30. J. Liu, D. Tang and Y. Cang (2015): Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus, Communications in Statistics - Theory and Methods, in press

31. R. Malukas (2015): Limit theorems for H-variation of Gaussian processes, PhD thesis

32. J.-C. Mourrat and J. Nolen (2015): Scaling limit of the corrector in stochastic homogenization, preprint

33. G. Naitzat and R. J. Adler (2015): A central limit theorem for the Euler integral of a Gaussian random field, preprint

34. L.I. Nicolaescu (2015): Critical points of multidimensional random Fourier series: central limits, preprint

35. L.I. Nicolaescu (2015): Wiener chaos and limit theorems

36. I. Nourdin, D. Nualart and R. Zintout (2015): Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation, preprint

37. I. Nourdin, G. Peccati, G. Poly and R. Simone (2015): Multidimensional limit theorems for homogeneous sums: a general transfer principle, preprint

38. D. Nualart (2015): An Introduction to the Malliavin Calculus and Its Applications, Stochastic Equations for Complex Systems Mathematical Engineering 2015, pp 1-36

39. N. Privault and G.L. Torrisi (2015): The Stein and Chen-Stein methods for functionals of non-symmetric Bernoulli processes, preprint

40. M. Rossi (2015): On the High Energy Behavior of Nonlinear Functionals of Random Eigenfunctions on Sd, Chapter of the forthcoming book Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Ito chaos expansions and stochastic geometry edited by G. Peccati and M. Reitzner

41. M. Schulte and C. Thaele (2015): Poisson point process convergence and extreme values in stochastic geometry, Chapter of the forthcoming book Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Ito chaos expansions and stochastic geometry edited by G. Peccati and M. Reitzner

42. R. Simone (2015): Universality and Fourth Moment Theorem for homogeneous sums. Orthogonal polynomials and apolarity, PhD thesis, Universita Degli Studi Della Basilicata, Potenza, Italy

43. G. Torrisi (2015): Gaussian approximation of nonlinear Hawkes processes, Ann. Applied Probab., to appear

44. G. Torrisi (2015): Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes, Ann. IHP Proba Stat, to appear

45. L. Viitasaari (2015): Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences, preprint

#### Year 2014

1. O. Arizmendi and A. Jaramillo (2014): Convergence of the Fourth Moment and Infinite Divisibility: Quantitative estimates, preprint

2. J.-M. Azaïs, F. Dalmao and J.R. Leon (2014): CLT for the zeros of Classical Random Trigonometric Polynomials, preprint

3. E. Azmoodeh, G. Peccati and G. Poly (2014): The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds, preprint

4. E. Azmoodeh, G. Peccati and G. Poly (2014): Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach, preprint

5. E. Azmoodeh, T. Sottinen and L. Viitasaari (2014): Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian-fractional Brownian model, preprint

6. V. Benes and M. Zikmundova (2014): Functionals of spatial point processes having a density with respect to the Poisson process, Kybernetika 50, no. 6, pp. 896-913

7. S. Bourguin, C. Durastanti, D. Marinucci and G. Peccati (2014): Gaussian approximations of nonlinear statistics on the sphere, preprint

8. Y. Chen (2014): Product formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals, preprint

9. Y. Chen and Y. Liu (2014): On the fourth moment theorem for the complex multiple Wiener-Itô integrals, preprint

10.  P. Eichelsbacher and C. Thäle (2014): Malliavin-Stein method for Variance-Gamma approximation on Wiener space, preprint

11. A. Estrade and J.R. Leon (2014): A central limit theorem for the Euler characteristic of a Gaussian excursion set, preprint

12. L. Goldstein, I. Nourdin and G. Peccati (2014): Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula, preprint

13. Y. Hu, Y. Liu and D. Nualart (2014): Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions, preprint

14. Y. Hu, D. Nualart, S. Tindel and F. Xu (2014): Density convergence in the Breuer-Major theorem for Gaussian stationary sequences, preprint

15. K. Kamatani (2014): Efficient strategy for the Markov chain Monte Carlo in high-dimension with heavy-tailed target probability distribution, preprint

16. Y. T. Kim (2014): Weak convergence for multiple stochastic integrals in Skorohod space, Korean J. Math. 22, no. 1, pp. 71-84

17. K. Krokowski, A. Reichenbachs and C. Thaele (2014): Berry-Esseen bounds and multivariate limit theorems for functionals of Rademacher sequences, preprint

18. N. Kuang and B. Li (2014): Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation, Brazilian Journal of Probability and Statistics, to appear

19. G. Last (2014): Stochastic analysis for Poisson processes, preprint

20. G. Last, G. Peccati and M. Schulte (2014): Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization, preprint

21. M. Ledoux, I. Nourdin and G. Peccati (2014): Stein's method, logarithmic Sobolev and transport inequalities, GAFA, to appear

22. J. Liu and L. Yan (2014): Solving a nonlinear fractional stochastic partial differential equation with fractional noise, J. Theoret. Probab., to appear

23. D. Marinucci and M. Rossi (2014): Stein-Malliavin Approximations for Nonlinear Functionals of Random Eigenfunctions on Sd, preprint

24. T. Mastrolia, D. Possamaï and A. Réveillac (2016): Density analysis of BSDEs, Ann. Probab 44, no. 4, pp. 2817-2857

25. I. Nourdin, D. Nualart and G. Peccati (2014): Strong asymptotic independence on Wiener chaos, preprint

26. I. Nourdin, G. Peccati, G. Poly and R. Simone (2014): Classical and free fourth moment theorems: universality and thresholds, preprint

27. D. Nualart (2014): Normal Approximation on a Finite Wiener Chaos, Stochastic Analysis and Applications 2014, Springer Proceedings in Mathematics and Statistics Volume 100, 2014, pp 377-395

28. C. Olivera and C.A. Tudor (2014): The density of the solution to the stochastic transport equation with fractional noise, preprint

29. M. S. Pakkanen and A. Réveillac (2014): Functional limit theorems for generalized variations of the fractional Brownian sheet, preprint

30. G. Peccati (2014): Quantitative CLTs on a Gaussian space: a survey of recent developments. ESAIM: PROCEEDINGS 44, pp. 61-78

31. M.D. Ruiz-Medina and R.M. Crujeiras (2014): A Central Limit Result in the Wavelet Domain for Minimum Contrast Estimation of Fractal Random Fields. Theory Probab. Appl. 58, no. 3, 458-486.

32. M. Schulte and C. Thaele (2014): Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem, preprint

33. R. Simone (2014): Universality of free homogeneous sums in every dimension, preprint

34. C.A. Tudor (2014): Chaos expansion and asymptotic behavior of the Pareto distribution, Statist. Probab. Lett., to appear

35. D. Yogeshwaran, E. Subag and R.J. Adler (2014): Random geometric complexes in the thermodynamic regime, preprint

36. R. Zeineddine (2014): Change-of-variable formula for the bi-dimensional fractional Brownian motion in Brownian time, preprint

#### Year 2013

1. O. Arizmendi (2013): Convergence of the fourth moment and infinite divisibility, preprint

2. J.-M. Azaïs and J.R. León (2013): CLT for crossing of random trigonometric polynomials, Electron. J. Probab. 18, no. 68, 1-17.

3. E. Azmoodeh, S. Campese and G. Poly (2013): Fourth Moment Theorems for Markov Diffusion Generators, preprint

4. E. Azmoodeh, D. Malicet and G. Poly (2013): Generalization of the Nualart-Peccati criterion, preprint

5. E. Azmoodeh and J.I. Morlanes (2013): Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind, preprint

6. E. Azmoodeh and L. Viitasaari (2013): Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind, preprint

7. J.-M. Bardet and C.A. Tudor (2013): Asymptotic behavior of the Whittle estimator for the increments of a Rosenblatt process, preprint

8. V.I. Bogachev, E. D. Kosov, I. Nourdin and G. Poly (2013): Two properties of vectors of quadratic forms in Gaussian random variables, preprint

9. S. Bourguin (2013): Poisson convergence on the free Poisson algebra, preprint

10. S. Bourguin and G. Peccati (2013): Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle, preprint

11. V. Cammarota and D. Marinucci (2013): On the Limiting Behaviour of Needlets Polyspectra, preprint

12. S. Campese (2013): Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields, preprint

13. A. De, I. Diakonikolas and R. Servedio (2013): Deterministic Approximate Counting for Juntas of Degree-2 Polynomial Threshold Functions, preprint

14. A. De and R. Servedio (2013): Efficient deterministic approximate counting for low-degree polynomial threshold functions, preprint

15. A. Deya, D. Nualart and S. Tindel (2013): On L2 modulus of continuity of Brownian local times and Riesz potentials, preprint

16. P. Eichelsbacher and C. Thaele (2013): New Berry-Esseen bounds for non-linear functionals of Poisson random measures, preprint

17. D. Harnett and D. Nualart (2013): On Simpson's rule and fractional Brownian motion with H = 1/10, preprint

18. Y. Hu, F. Lu and D. Nualart (2013): Convergence of densities of some functionals of Gaussian processes, preprint

19. D. Hug, G. Last and M. Schulte (2013): Second order properties and central limit theorems for geometric functionals of Boolean models, preprint

20. A. V. Ivanov, N. Leonenko, M. D. Ruiz-Medina, I. N. Savich (2013): Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra, Ann. Probab. 41, no. 2, 1088-1114

21. Y. Kim (2013): A sufficient condition on optimal Berry-Esseen bounds of functionals of Gaussian fields, Communications for Statistical Applications and Methods 20, no.1, 15-22

22. S. Kusuoka and C.A. Tudor (2013): Extension of the Fourth Moment Theorem to invariant measures of diffusions, Preprint

23. N. Marie (2013): Ergodicity of a Generalized Jacobi's Equation and Applications, Preprint

24. B. Maslowski and C.A. Tudor (2013): Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process, to appear in Bulletin des Sciences Mathématiques.

25. N. Naganuma (2013): Asymptotic error distributions of the Crank-Nicholson scheme for SDEs driven by fractional Brownian motion, poster in the 5th GCOE International Symposium on "Weaving Science Web beyond Particle-Matter Hierarchy", March 4-6, Sendai, Japan

26. I. Nourdin and D. Nualart (2013): Fisher Information and the Fourth Moment Theorem, preprint

27. I. Nourdin, D. Nualart and G. Peccati (2013): Quantitative stable limit theorems on the Wiener space, Ann. Probab., to appear

28. I. Nourdin, G. Peccati and Y. Swan (2013): Entropy and the fourth moment phenomenon, preprint

29. I. Nourdin and G. Peccati (2013): The optimal fourth moment theorem, Proc. of the A.M.S., to appear

30. I. Nourdin, G. Peccati and F.G. Viens (2013): Comparison inequalities on Wiener space, preprint

31. I. Nourdin and G. Poly (2013): An invariance principle under the total variation distance, preprint

32. I. Nourdin and R. Zeineddine (2014): An Itô's type formula for the fractional Brownian motion in Brownian time, Electron. J. Probab. 19, no. 99, pp. 1-15.

33. I. Nourdin and R. Zintout (2013): Cross-variation of Young integral with respect to long-memory fractional Brownian motions, Probab. Math. Statist., to appear

34. D. Nualart (2013): Book Review of Normal approximations with Malliavin calculus. From Stein’s method to universality by Ivan Nourdin and Giovanni Peccati, Bulletin of the AMS

35. D. Nualart and J. Swanson (2013): Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion II, preprint

36. E. Nualart and F.G. Viens (2013): Hitting probabilities for general Gaussian processes, preprint

37. M. S. Pakkanen (2013): Limit theorems for power variations of ambit fields driven by white noise, preprint

38. G. Peccati and C. Thaele (2013): Gamma limits and U-statistics on the Poisson space, preprint

39. V. H. Pham (2013): On the rate of convergence for central limit theorems of sojourn times of Gaussian fields, preprint

40. N. Privault and G.L. Torrisi (2013): Probability approximation by Clark-Ocone covariance representation, Electron. J. Probab. 18, no. 91, pp. 1-25.

41. M. Reitzner, M. Schulte and C. Thaele (2013): Limit theory for the Gilbert graph, preprint.

42. R. Speicher (2013): Asymptotic Eigenvalue Distribution of Random Matrices and Free Stochastic Analysis, Random Matrices and Iterated Random Functions, Springer Proceedings in Mathematics and Statistics 53, pp 31-44

43. S. Torres, C.A. Tudor and F.G. Viens: Quadratic variations for the fractional-colored stochastic heat equation, Electron. J. Probab. 19 (2014), no. 76, 1–51

44. C. A. Tudor (2013): The determinant of the Malliavin matrix and the determinant of the covariance matrix for multiple integrals, preprint

45. C.A. Tudor (2013): Analysis of variations for self-similar processes, Springer, Probability and Its Applications.

46. R. Zeineddine (2013): Fluctuations of the power variation of fractional Brownian motion in Brownian time, preprint

#### Year 2012

1. S. Aazizi (2012): A Simple Proof of Berry-Esséen Bounds for the Quadratic Variation of the Subfractional Brownian Motion. Preprint

2. S. Aazizi and K. Es-Sebaiy (2012): Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. Preprint

3. F. Avram, N. Leonenko and L. Sakhno (2012): Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Preprint

4. S. Bai and M. S. Taqqu (2012): Multivariate limit theorems in the context of long-range dependence. Preprint

5. J.-M. Bardet and D. Surgailis (2012): Moment bounds and central limit theorems for Gaussian subordinated arrays, J. Multi. Anal., to appear

6. H. Biermé, A. Bonami, I. Nourdin and G. Peccati (2012): Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants, ALEA 9 (2), 473-500

7. S. Bourguin and J.-C. Breton (2012): Asymptotic Cramér type decomposition for Wiener and Wigner integrals, Infinite Dimensional Analysis, Quantum Probability and Related Topics, to appear

8. S. Bourguin and G. Peccati: Portmanteau inequalities on the Poisson space: mixed regimes and multidimensional clustering, Electron. J. Probab. 19 (2014), no. 66, 1–42

9. J.-C. Breton and J.-F. Coeurjolly (2012): Refined non-asymptotic confidence intervals for the Hurst parameter of a fractional Brownian motion, Stat. Inference Stoch. Process, to appear

10. K. Burdzy, D. Nualart and J. Swanson (2012): Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion, preprint

11. P. Cénac and K. Es-Sebaiy (2012): Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes, preprint

12. J.M. Corcuera, E. Hedevang, M.S. Pakkanen and M. Podolskij (2012): Asymptotic theory for Brownian semi-stationary processes with application to turbulence, preprint

13. L. Decreusefond, E. Ferraz, P. Martins and T. Vu (2012): Robust methods for LTE and WiMAX dimensioning, Preprint

14. A. Deya, S. Noreddine and I. Nourdin (2012): Fourth Moment Theorem and q-Brownian Chaos, Comm. Math. Phys., to appear.

15. A. Deya and I. Nourdin (2012): Convergence of Wigner integrals to the tetilla law, ALEA 9, 101-127.

16. C. Durastanti, X. Lan and D. Marinucci (2012): Needlet-Whittle Estimates on the Unit Sphere. Preprint.

17. C. Durastanti, D. Marinucci and G. Peccati (2012): Normal Approximations for Wavelet Coefficients on Spherical Poisson Fields. Preprint.

18. R. Eden and J. Víquez (2012): Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions, Preprint

19. K. Es-Sebaiy (2012): Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes , Preprint

20. D. Harnett and D. Nualart (2012): CLT for an iterated integral with respect to fBm with H>1/2, preprint

21. J. Istas (2012): Estimating self-similarity through complex variations, Electron. J. Statist. 6, 1392-1408

22. T. Kemp, I. Nourdin, G. Peccati and R. Speicher (2012): Wigner chaos and the fourth moment, Ann. Probab. 40, no. 4, 1577-1635.

23. S. Kusuoka (2012): Survey on the fourth moment theorem, Stein's method and related topics, Tohoku University

24. S. Kusuoka and C.A. Tudor (2012): Stein's method for invariant measures of diffusions via Malliavin calculus, Stoch. Proc. Appl. 122 (4), 1627–1651.

25. R. Lachieze-Rey and G. Peccati (2012): Fine Gaussian fluctuations on the Poisson space II: rescaled kernels, marked processes and geometric U-statistics, preprint

26. G. Last, M. D. Penrose, M. Schulte and C. Thaele (2012): Moments and central limit theorems for some multivariate Poisson functionals, preprint

27. D. Marinucci and I. Wigman (2012): On Nonlinear Functionals of Random Spherical Eigenfunctions, preprint

28. M. Moers (2012): Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model, International Journal of Stochastic Analysis, article ID 268568.

29. I. Nourdin (2012): Selected aspects of fractional Brownian motion, Springer Verlag (Bocconi and Springer Series), to appear.

30. I. Nourdin (2012): Lectures on Gaussian approximations with Malliavin calculus, Prix de la Fondation des Sciences Mathématiques de Paris

31. I. Nourdin, D. Nualart and G. Poly (2012): Absolute continuity and convergence of densities for random vectors on Wiener chaos, preprint

32. I. Nourdin and G. Peccati (2012): Normal approximations with Malliavin calculus: from Stein's method to universality. Cambridge University Press (Cambridge Tracts in Mathematics)

33. I. Nourdin and G. Poly (2012): Convergence in law in the second Wiener/Wigner chaos, Elect. Comm. in Probab. 17, no. 36.

34. I. Nourdin and G. Poly (2012): Convergence in total variation on Wiener chaos, Stoch. Proc. Appl., to appear

35. M. Schulte (2012): A Central Limit Theorem for the Poisson-Voronoi Approximation, Adv. Appl. Math. 49, no. 3-5, 285-306

36. M. Schulte (2012): Normal approximation of Poisson functionals in Kolmogorov distance, preprint

37. M. Schulte and C. Thaele (2012): The scaling limit of Poisson-driven order statistics with applications in geometric probability, Stoch. Proc. Appl. 122, no. 12, 4096-4120

38. M. Schulte and C. Thaele (2012): Distances between Poisson k-flats, preprint

#### Year 2011

1. O. Aboura and S. Bourguin: Density estimates for solutions to one dimensional backward SDE's. Potential Analysis 38, no. 2 (2013), pp 573-587

2. O. E. Barndorff-Nielsen, J. M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semi-stationary processes, Bernoulli 17, no. 4, 1159-1194.

3. H. Biermé, A. Bonami and J.R. León (2011): Central limit theorems and quadratic variations in terms of spectral density, Electron. J. Probab. 16, no. 13, 362-395

4. S. Bourguin and C.A. Tudor: Malliavin Calculus and Self Normalized Sums, Séminaire de Probabilités XLV, Lecture Notes in Mathematics 2013, pp 323-351

5. S. Bourguin and C.A. Tudor (2011): Berry-Esseen bounds for long memory moving averages via Stein's method and Malliavin calculus. Stoch. Anal. Appl. 29, no. 5, 881-905

6. S. Bourguin and C.A. Tudor (2011): Cramér's theorem for Gamma random variables, Electron. Comm. Probab. 16, no. 1, 365-378.

7. L. H. Y. Chen, L. Goldstein and Q.-M. Shao (2011): Normal Approximation by Stein’s Method, Probability and Its Applications, Springer-Verlag (see more precisely the chapter 14, entitled ``Group Characters and Malliavin Calculus'')

8. J.M. Corcuera (2011): New Central Limit Theorems for Functionals of Gaussian Processes and their Applications. Methodol. Comput. Appl. Probab. (online first)

9. L. Decreusefond, E. Ferraz and H. Randriam: Simplicial Homology of Random Configurations, Journal of Advances in Applied Probability, Mars 2013

10. A. Deya and I. Nourdin: Invariance principles for homogeneous sums of free random variables, Bernoulli 20, no. 2 (2014), 586-603

11. C. Durastanti, X. Lan and D. Marinucci: Gaussian Semiparametric Estimates on the Unit Sphere, Bernoulli 20, no. 1 (2014), 28-77

12. K. Es-Sebaiy and C.A. Tudor (2011): Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes, Theory Probab. Appl. 55, no. 3, 411-431.

13. E. Ferraz and A. Vergne (2011): Statistics of geometric random simplicial complexes, Preprint

14. Y. Hu, D. Nualart, X. Weilin and Z. Weiguo (2011): Exact maximum likelihood estimator for drift fractional Brownian motion at discrete observation, Acta Math. Scientia 31B, no. 5, 1851-1859

15. R. Lachieze-Rey and G. Peccati: Fine Gaussian fluctuations on the Poisson space, I: contractions, cumulants and geometric random graphs, Electron. J. Probab. 18 (2013), no. 32, 1–32.

16. D. Marinucci and G. Peccati (2011): Random fields on the Sphere. Representation, Limit Theorems and Cosmological Applications. Series: London Mathematical Society Lecture Note Series 389. Cambridge University Press.

17. M.T. Nguyen (2011): Malliavin-Stein method for multi-dimensional U-statistics of Poisson point processes, preprint

18. S. Noreddine and I. Nourdin (2011): On the Gaussian approximation of vector-valued multiple integrals, J. Multiv. Anal. 102, no. 6, 1008-1017.

19. I. Nourdin (2011): Yet another proof of the Nualart-Peccati criterion, Electron. Comm. Probab. 16, 467-481

20. I. Nourdin and G. Peccati: Poisson approximations on the free Wigner chaos, Ann. Probab. 41, no. 4 (2013), 2709-2723

21. I. Nourdin, G. Peccati and M. Podolskij (2011): Quantitative Breuer-Major theorems. Stoch. Proc. Appl. 121, no. 4, 793-812.

22. I. Nourdin, G. Peccati and R. Speicher: Multidimensional semicircular limits on the free Wigner chaos, Seminar on Stochastic Analysis, Random Fields and Applications VII, Progress in Probability 67, 2013, pp 211-221

23. I. Nourdin and J. Rosiński: Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws, Ann. Probab. 42, no. 2 (2014), 497-526

24. I. Nourdin and M.S. Taqqu (2011): Central and non-central limit theorems in a free probability setting, J. Theoret. Probab. 27, no. 1, 220-248

25. D. Nualart and L. Quer-Sardanyons (2011): Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Infinite Dimensional Analysis, Quantum Probability and Related Topics 14, 25-34.

26. H.S. Park, J.W. Jeon and Y.T. Kim (2011): The central limit theorem for cross-variation related to the standard Brownian sheet and Berry–Esseen bounds, J. Korean Statist. Soc. 40, no. 2, 239-244

27. G. Peccati (2011): The Chen-Stein method for Poisson functionals, Preprint

28. G. Peccati and C. Zheng: Universal Gaussian fluctuations on the discrete Poisson chaos, Bernoulli 20, no. 2 (2014), 697-715

29. M. Reitzner and M. Schulte: Central Limit Theorems for U-Statistics of Poisson Point Processes, Ann. Probab. 41, no. 6 (2013), 3879-3909

30. C. Tudor (2011): Berry–Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion, J. Math. Anal. Appl. 375, no. 2, 667-676.

31. C.A. Tudor (2011): Asymptotic Cramér's theorem and analysis on Wiener space, Séminaire de Probabilités XLIII, Lecture Notes in Mathematics, 309-325

32. J. Víquez (2011): On the second order Poincaré inequality and CLT on Wiener-Poisson space, Preprint

#### Year 2010

1. H. Airault, P. Malliavin and F.G. Viens (2010): Stokes formula on the Wiener space and n-dimensional Nourdin–Peccati analysis, J. Funct. Anal. 258, 1763-1783

2. B. Bercu, I. Nourdin and M.S. Taqqu (2010): Almost sure central limit theorems on the Wiener space , Stoch. Proc. Appl. 120, no. 9, 1607-1628

3. V. Bogachev (2010): Differentiable Measures and the Malliavin Calculus, American Mathematical Society (see more precisely pages 321-323)

4. S. Darses, I. Nourdin and D. Nualart (2010): Limit theorems for nonlinear functionals of Volterra processes via white noise analysis, Bernoulli 16, no. 4, 1262-1293

5. R. Eden and F.G. Viens: General upper and lower tail estimates using Malliavin calculus and Stein's equations, Seminar on Stochastic Analysis, Random Fields and Applications VII Progress in Probability Volume 67, 2013, pp 55-84

6. Y. Hu and D. Nualart (2010): Parameter estimation for fractional Ornstein-Uhlenbeck processes, Stat. Probab. Lett. 80, no. 11-12, 1030-1038

7. M. Ledoux: Chaos of a Markov operator and the fourth moment condition, Ann. Probab. 40, no. 6, 2012, 2439-2459

8. D. Marinucci and I. Wigman: On the Excursion Sets of Spherical Gaussian Eigenfunctions, Journal of Mathematical Physics, 52, 9, 093301, 21 pp. (2011)

9. D. Marinucci and G. Peccati (2010): Ergodicity and Gaussianity for Spherical Random Fields, J. Math. Phys. 51, 043301

10. D. Marinucci and G. Peccati (2010): Group representations and high-resolution central limit theorems for subordinated spherical random fields. Bernoulli 16, no. 3, 798-824.

11. A. Neuenkirch, S. Tindel and J. Unterberger (2010): Discretizing the fractional Levy area, Stoch. Proc. Appl. 120, no. 2, 223-254

12. I. Nourdin and D. Nualart (2010): Central limit theorems for multiple Skorohod integrals, J. Theoret. Probab. 23, no. 1, 39-64

13. I. Nourdin, D. Nualart and C.A. Tudor (2010): Central and non-central limit theorems for weighted power variations of fractional Brownian motion, Ann. I.H.P. 46, no. 4, 1055-1079

14. I. Nourdin and G. Peccati (2010): Stein's method meets Malliavin calculus: a short survey with new estimates, In the volume: Recent Advances in Stochastic Dynamics and Stochastic Analysis, World Scientific

15. I. Nourdin and G. Peccati (2010): Universal Gaussian fluctuations of non-Hermitian matrix ensembles: from weak convergence to almost sure CLTs, ALEA 7, 341-375

16. I. Nourdin and G. Peccati (2010): Cumulants on the Wiener space, J. Funct. Anal. 258, 3775-3791

17. I. Nourdin and G. Peccati (2010): Stein's method and exact Berry-Esséen asymptotics for functionals of Gaussian fields, Ann. Probab. 37, no. 6, 2231-2261

18. I. Nourdin, G. Peccati and G. Reinert (2010): Stein's method and stochastic analysis of Rademacher sequences, Elect. J. Probab. 15, no. 55, 1703-1742

19. I. Nourdin, G. Peccati and G. Reinert (2010): Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos, Ann. Probab. 38, no. 5, 1947-1985

20. I. Nourdin, G. Peccati and A. Réveillac (2010): Multivariate normal approximation using Stein's method and Malliavin calculus, Ann. I.H.P. 46, no. 1, 45-58

21. I. Nourdin, A. Réveillac and J. Swanson (2010): The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6. Elect. J. Probab. 15, 2117-2162.

22. G. Peccati, J.-L. Solé, M.S. Taqqu and F. Utzet (2010): Stein's method and normal approximation of Poisson functionals, Ann. Probab. 38, no. 2, 443-478

23. G. Peccati and M.S. Taqqu (2010): Wiener Chaos: Moments, Cumulants and Diagrams, Springer Verlag (Bocconi and Springer Series) (see more precisely the chapter 11, entitled ``Limit theorems on the Gaussian Wiener chaos'')

24. G. Peccati and C. Zheng (2010): Multi-dimensional Gaussian fluctuations on the Poisson space, Elect. J. Probab. 15, no. 48, 1487-1527

25. A. Réveillac, M. Stauch and C.A. Tudor: Hermite variations of the fractional Brownian sheet. Stoch. Dyn. 12(3), 1150021 (2012), 21 pp

26. M. Schulte and C. Thaele (2010): Exact and asymptotic results for intrinsic volumes of Poisson k-flat processes, Preprint

#### Year 2009

1. P. Baldi, G. Kerkyacharian, D. Marinucci and D. Picard (2009): Asymptotics for spherical needlets, Ann. Statist. 37, no. 3, 1150-1171.

2. O. E. Barndorff-Nielsen, J. M. Corcuera and M. Podolskij (2009): Power variation for Gaussian processes with stationary increments, Stoch. Proc. Appl. 119, 1845-1865

3. O. E. Barndorff-Nielsen, J. M. Corcuera, M. Podolskij and J. H. C. Woerner (2009): Bipower variation for Gaussian processes with stationary increments, J. Appl. Probab. 46, 132-150

4. J.-C. Breton, I. Nourdin and G. Peccati (2009): Exact confidence intervals for the Hurst parameter of a fractional Brownian motion, Electron. J. Statist. 3, 416-425

5. B. Buchmann and N. H. Chan (2009): Integrated functionals of normal and fractional processes, Ann. Appl. Probab. 19, no. 1, 49-70.

6. X. Lan and D. Marinucci (2009): On The Dependence Structure of Wavelet Coefficients for Spherical Random Fields, Stoch. Proc. Appl. 119 3749-3766

7. I. Nourdin (2009): A change of variable formula for the 2D fractional Brownian motion of Hurst index bigger or equal to 1/4, J. Funct. Anal. 256, 2303-2320

8. I. Nourdin and G. Peccati (2009): Non-central convergence of multiple integrals, Ann. Probab. 37, no. 4, 1412–1426

9. I. Nourdin and G. Peccati (2009): Stein's method on Wiener chaos, Probab. Theory Rel. Fields 145, no. 1, 75-118

10. I. Nourdin, G. Peccati and G. Reinert (2009): Second order Poincaré inequalities and CLTs on Wiener space, J. Funct. Anal. 257, 593-609

11. I. Nourdin and A. Réveillac (2009): Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: the critical case H=1/4, Ann. Probab. 37, no. 6, 2200-2230

12. I. Nourdin and F.G. Viens (2009): Density formula and concentration inequalities with Malliavin calculus, Electron. J. Probab. 14, 2287-2309

13. D. Nualart (2009): Malliavin Calculus and Its Applications, American Mathematical Society and CBMS Regional Conference Series in Mathematics (see more precisely the chapter 9, entitled ``Central limit theorem and Malliavin calculus'')

14. D. Nualart and L. Quer-Sardanyons (2009): Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations. Stoch. Proc. Appl. 119, 3914-3938.

15. G. Peccati (2009): Stein's method, Malliavin calculus and infinite-dimensional Gaussian analysis, Progress in Stein’s Method, Singapore

16. Surveys in stochastic processes, 107–126, EMS Ser. Congr. Rep., Eur. Math. Soc., Zürich, 2011

17. A. Réveillac (2009): Convergence of finite-dimensional laws of the weighted quadratic variations process for some fractional Brownian sheets, Stoch. Anal. Appl. 27, no. 1, 51-73

18. S. Si (2009): Two-step variations for processes driven by fractional Brownian motion with application in testing for jumps from the high frequency data, PhD thesis, University of Tennessee

19. C.A. Tudor (2009): Hsu-Robbins and Spitzer's theorems for the variations of fractional Brownian motion, Elect. Comm. in Probab. 14, 278–289

20. F.G. Viens (2009): Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent, Stoch. Proc. Appl. 119, 3671-3698

#### Year 2008

1. J.-C. Breton and I. Nourdin (2008): Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion, Electron. Comm. in Probab. 13, 482-493

2. X. Lan and D. Marinucci (2008): The needlets bispectrum, Electron. J. Statist. 2, 332-367

3. D. Marinucci and G. Peccati (2008): High-frequency asymptotics for subordinated isotropic fields on an Abelian compact group, Stoch. Proc. Appl. 118, no. 4, 585-613

4. I. Nourdin and G. Peccati (2008): Weighted power variations of iterated Brownian motion, Elect. J. Probab. 13, no. 43, 1229-1256

5. D. Nualart and S. Ortiz-Latorre (2008): Central limit theorems for multiple stochastic integrals and Malliavin calculus, Stoch. Proc. Appl. 118, no. 4, 614-628

#### Year 2007

1. A. Neuenkirch and I. Nourdin (2007): Exact rate of convergence of some approximation schemes associated to SDEs driven by a fBm. J. Theoret. Probab. 20, 871-899

2. G. Peccati (2007): Gaussian approximations of multiple integrals, Elect. Comm. in Probab. 12, 350-364

#### Year 2006

1. J.M. Corcuera, D. Nualart and J.H.C. Woerner (2006): Power variation of some integral fractional processes, Bernoulli 12, no. 4, 713-735

#### Year 2005

1. Y. Hu and D. Nualart (2005): Renormalized self-intersection local time for fractional Brownian motion, Ann. Probab. 33, no. 3, 948-983

#### Year 2004

1. G. Peccati and C.A. Tudor (2004): Gaussian limits for vector-valued multiple stochastic integrals, Séminaire de Probabilités XXXVIII, 247-262

2. D. Nualart and G. Peccati (2005): Central limit theorems for sequences of multiple stochastic integrals, Ann. Probab. 33, no. 1, 177-193