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 OrtizLatorre, 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 noncentral limit theorems
for functionals of infinitedimensional 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 2017
 S. Bourguin and S. Campese (2017): Free quantitative fourth moment theorems on Wigner space, preprint
 Y. Chen, Y. Hu and Z. Wang (2017): Parameter Estimation of Complex Fractional OrnsteinUhlenbeck Processes with Fractional Noise, preprint
 C. Doebler and G. Peccati (2017): The fourth moment theorem on the Poisson space, preprint
 A. Jaramillo and D. Nualart (2017): Functional limit theorem for the selfintersection local time of the fractional Brownian motion, preprint
 Y. Kim and H. Park (2017): Optimal Berry–Esseen bound for statistical estimations and its application to SPDE, J. Multi. Anal., in press
 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
 K. Krokowski and C. Thaele (2017): Multivariate central limit theorems for Rademacher functionals with applications, preprint
 C. Krein (2017): Weak convergence on Wiener space: targeting the first two chaoses, preprint
 R. LachièzeRey, M. Schulte and J.E. Yukich (2017): Normal approximation for stabilizing functionals, preprint
 G. Peccati and M. Rossi (2017): Quantitative limit theorems for local functionals of arithmetic random waves, preprint
 C. Thaele, N. Turchi and F. Wespi (2017): Random polytopes: variances and central limit theorems for intrinsic volumes, preprint
Year 2016
 S. Bai (2016): Probabilistic and statistical problems related to longrange dependence, PhD thesis, Boston University
 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
 G. Binotto, I. Nourdin and D. Nualart (2016): Weak symmetric integrals with respect to the fractional Brownian motion, preprint
 S. Bourguin and C. Durastanti (2016): On normal approximations for the twosample problem on multidimensional tori, preprint
 S. Bourguin and C. Durastanti (2016): On highfrequency limits of Ustatistics in Besov spaces over compact manifolds, preprint
 V. Cammarota and D. Marinucci (2016): A Quantitative Central Limit Theorem for the EulerPoincaré Characteristic of Random Spherical Eigenfunctions, preprint
 F. Caravenna, R. Sun and N. Zygouras (2016): Scaling limits of disordered systems and disorder relevance, preprint
 L. Chen (2016):
A Diffusion Model for Compositional Data, PhD thesis, Kent State University
 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
 C. Döbler and G. Peccati (2016): Quantitative de Jong theorems in any dimension, preprint
 C. Döbler and G. Peccati (2016): The Gamma Stein equation and noncentral de Jong theorems, preprint
 K. EsSebaiy and F. Viens (2016): Optimal rates for parameter estimation of stationary Gaussian processes, preprint
 M. Fathi and B. Nelson (2016): Free Stein kernels and an improvement of the free logarithmic Sobolev inequality, preprint
 T. Fissler and C. Thaele (2016): A new quantitative central limit theorem on the Wiener space with applications to Gaussian processes, preprint
 A. Gouwy (2016): On various aspects of Stein's method: quantitative approximation for
stochastic limit theorems, Master thesis, Universiteit Gent
 J. Grygierek and C. Thaele (2016): Gaussian fluctuations for edge counts in highdimensional random geometric graphs, preprint
 Y. Kim and H. Park (2016): Berry–Esseen Type bound of a sequence X_{n}/Y_{n} and its application, J. Korean Statist. Soc., in press
 R. Malukas (2016): A Berry–Esséen bound for Hvariation of a Gaussian process, Lithuanian Mathematical Journal 56, no. 1, pp. 77106
 T. Mastrolia (2016): Density analysis of nonMarkovian BSDEs and applications to biology and finance, preprint
 L. Neufcourt and F. Viens (2016): A thirdmoment theorem and precise asymptotics for variations of stationary Gaussian sequences, preprint
 L. Neufcourt and F. Viens (2016): A thirdmoment theorem and precise asymptotics for variations of stationary Gaussian sequences, preprint
 T. D. Nguyen (2016): Gaussian density estimates for the solution of singular stochastic Riccati equations, Appl Math 61, pp. 515526
 M. Rossi (2016): The Defect of Random Hyperspherical Harmonics, preprint
 T. Sottinen and L. Viitasaari (2016): Parameter Estimation for the Langevin Equation with StationaryIncrement Gaussian Noise, preprint
 G. Torrisi (2016): Probability approximation of point processes with Papangelou conditional intensity, preprint
 C. Tudor (2016): Multidimensional Selberg theorem and fluctuations of the zeta zeros via Malliavin calculus, preprint
 R. Zeineddine (2016): Asymptotic behavior of weighted power variations of fractional Brownian motion in Brownian time, preprint
 G. Zheng (2016): Normal approximation and almost sure central limit theorem for nonsymmetric Rademacher functionals, preprint
Year 2015
 E. Azmoodeh and G. Peccati (2015): Optimal BerryEsseen bounds on the Poisson space, preprint
 S. Bachmann and G. Peccati (2015): Concentration Bounds for Geometric Poisson Functionals: Logarithmic Sobolev Inequalities Revisited, preprint
 S. Bai and M. S. Taqqu (2015): The universality of homogeneous polynomial forms and critical limits, J. Theoret. Probab., to appear
 S. Bai, M. S. Ginovyan and M. S. Taqqu (2015): Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes, preprint
 V. Bally and L. Caramellino (2015): An invariance principle for stochastic series I. Gaussian limits, preprint
 E. del Barrio (2015): BerryEsseen bounds for weighted averages of Poisson avoidance
functionals, preprint
 S. Bourguin (2015): Vectorvalued semicircular limits on the free Poisson chaos, preprint
 S. Campese (2015): Fourth Moment Theorems for complex Gaussian approximation, preprint
 S. Campese, I. Nourdin, G. Peccati and G. Poly (2015): Multivariate Gaussian approximations on Markov chaoses, preprint
 F. Caravenna, R. Sun and N. Zygouras (2015): Universality in marginally relevant disordered systems, preprint
 L. H. Y. Chen (2015): Stein meets Malliavin in normal approximation, Acta Math. Vietnam. 40, 205230.
 L. H. Y. Chen and G. Poly (2015): Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem, Festschrift Masatoshi Fukushima (ZQ Chen, N. Jacob, M. Takeda and T. Uemura, eds.), Interdisciplinary Mathematical Sciences
Vol. 17, World Scientific, 107130.
 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.
 F. Dalmao (2015): CLT for the zeros of Kostlan Shub Smale random polynomials, preprint
 L. Decreusefond (2015): The SteinDirichletMalliavin method, ESAIM: Proceedings, EDP Sciences, 2015, pp.11
 C. Durastanti (2015): Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields, preprint
 B. El Onsy, K. EsSebaiy and F. G. Viens (2015): Parameter Estimation for a partially observed OrnsteinUhlenbeck process with longmemory noise, preprint
 K. EsSebaiy and F.G. Viens (2015): Parameter estimation for SDEs related to stationary Gaussian processes, preprint
 T. Fissler and C. Thaele (2015): A four moments theorem for Gamma limits on a Poisson chaos, preprint
 D. Harnett and D. Nualart (2015):
Central limit theorem for functionals of a generalized selfsimilar process, preprint
 A. Jaramillo and D. Nualart (2015):
Asymptotic properties of the derivative of selfintersection local time of fractional Brownian motion, preprint
 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
 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
 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
 Y. Kim and H. Park (2015): Kolmogorov distance for multivariate normal approximation, Korean J. Math. 23, no. 1, pp. 110
 K. Krokowski (2015): Poisson approximation of Rademacher functionals by the ChenStein method and Malliavin calculus, preprint
 K. Krokowski, A. Reichenbachs and C. Thaele (2015): Discrete MalliavinStein method: BerryEsseen bounds for random graphs, point processes and percolation, preprint
 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
 R. LachèzeRey and M. Reitzner (2015): Ustatistics in stochastic geometry, book chapter
 J. Liu, D. Tang and Y. Cang (2015): Variations and estimators for selfsimilarity parameter of subfractional Brownian motion via Malliavin calculus, Communications in Statistics  Theory and Methods, in press
 R. Malukas (2015): Limit theorems for Hvariation of Gaussian processes, PhD thesis
 J.C. Mourrat and J. Nolen (2015): Scaling limit of the corrector in stochastic homogenization, preprint
 G. Naitzat and R. J. Adler (2015): A central limit theorem for the Euler integral of a Gaussian random field, preprint
 L.I. Nicolaescu (2015): Critical points of multidimensional random Fourier series: central limits, preprint
 L.I. Nicolaescu (2015): Wiener chaos and limit theorems
 I. Nourdin, D. Nualart and R. Zintout (2015): Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation, preprint
 I. Nourdin, G. Peccati, G. Poly and R. Simone (2015): Multidimensional limit theorems for homogeneous sums: a general transfer principle, preprint
 D. Nualart (2015): An Introduction to the Malliavin Calculus and Its Applications, Stochastic Equations for Complex Systems
Mathematical Engineering 2015, pp 136
 N. Privault and G.L. Torrisi (2015): The Stein and ChenStein methods for functionals of nonsymmetric Bernoulli processes, preprint
 M. Rossi (2015): On the High Energy Behavior of Nonlinear Functionals of Random Eigenfunctions on S^{d}, Chapter of the forthcoming book Stochastic analysis for Poisson point processes: Malliavin calculus, WienerIto chaos expansions and stochastic geometry edited by G. Peccati and M. Reitzner
 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, WienerIto chaos expansions and stochastic geometry edited by G. Peccati and M. Reitzner
 G. Torrisi (2015): Gaussian approximation of nonlinear Hawkes processes, Ann. Applied Probab., to appear
 G. Torrisi (2015): Poisson approximation of point processes with stochastic intensity, and application to nonlinear Hawkes processes, Ann. IHP Proba Stat, to appear
 L. Viitasaari (2015): Sufficient and Necessary Conditions for Limit Theorems for Quadratic Variations of Gaussian Sequences, preprint
Year 2014
 O. Arizmendi and A. Jaramillo (2014): Convergence of the Fourth Moment and Infinite Divisibility: Quantitative estimates, preprint
 J.M. Azaïs, F. Dalmao and J.R. Leon (2014): CLT for the zeros of Classical Random Trigonometric Polynomials, preprint
 E. Azmoodeh, G. Peccati and G. Poly (2014): The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds, preprint
 E. Azmoodeh, G. Peccati and G. Poly (2014): Convergence towards linear combinations of chisquared random variables: a Malliavinbased approach, preprint
 E. Azmoodeh, T. Sottinen and L. Viitasaari (2014): Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownianfractional Brownian model, preprint
 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. 896913
 S. Bourguin, C. Durastanti, D. Marinucci and G. Peccati (2014): Gaussian approximations of nonlinear statistics on the sphere, preprint
 Y. Chen (2014): Product formula, Independence and Asymptotic MomentIndependence for Complex Multiple WienerIto Integrals, preprint
 Y. Chen and Y. Liu (2014): On the fourth moment theorem for the complex multiple WienerItô integrals, preprint
 P. Eichelsbacher and C. Thäle (2014): MalliavinStein method for VarianceGamma approximation on Wiener space, preprint
 A. Estrade and J.R. Leon (2014): A central limit theorem for the Euler characteristic of a Gaussian excursion set, preprint
 L. Goldstein, I. Nourdin and G. Peccati (2014): Gaussian Phase Transitions and Conic Intrinsic Volumes: Steining the Steiner Formula, preprint
 Y. Hu, Y. Liu and D. Nualart (2014): Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions, preprint
 Y. Hu, D. Nualart, S. Tindel and F. Xu (2014): Density convergence in the BreuerMajor theorem for Gaussian stationary sequences, preprint
 K. Kamatani (2014): Efficient strategy for the Markov chain Monte Carlo in highdimension with heavytailed target probability distribution, preprint
 Y. T. Kim (2014): Weak convergence for multiple stochastic integrals in Skorohod space, Korean J. Math. 22, no. 1, pp. 7184
 K. Krokowski, A. Reichenbachs and C. Thaele (2014): BerryEsseen bounds and multivariate limit theorems for functionals of Rademacher sequences, preprint
 N. Kuang and B. Li (2014): Parameter estimations for the subfractional Brownian motion with drift at discrete observation, Brazilian Journal of Probability and Statistics, to appear
 G. Last (2014): Stochastic analysis for Poisson processes, preprint
 G. Last, G. Peccati and M. Schulte (2014): Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization, preprint
 M. Ledoux, I. Nourdin and G. Peccati (2014): Stein's method, logarithmic Sobolev and transport inequalities, GAFA, to appear
 J. Liu and L. Yan (2014): Solving a nonlinear fractional stochastic partial differential equation with fractional noise, J. Theoret. Probab., to appear
 D. Marinucci and M. Rossi (2014): SteinMalliavin Approximations for Nonlinear Functionals of Random Eigenfunctions on S^{d}, preprint
 T. Mastrolia, D. Possamaï and A. Réveillac (2016): Density analysis of BSDEs, Ann. Probab 44, no. 4, pp. 28172857
 I. Nourdin, D. Nualart and G. Peccati (2014): Strong asymptotic independence on Wiener chaos, preprint
 I. Nourdin, G. Peccati, G.
Poly and R. Simone (2014): Classical and free fourth moment theorems:
universality and thresholds, preprint
 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 377395
 C. Olivera and C.A. Tudor (2014): The density of the solution to the stochastic transport equation with fractional noise, preprint
 M. S. Pakkanen and A. Réveillac (2014): Functional limit theorems for generalized variations of the fractional Brownian sheet, preprint
 G. Peccati (2014): Quantitative CLTs on a Gaussian space: a survey of recent developments. ESAIM: PROCEEDINGS 44, pp. 6178
 M.D. RuizMedina 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, 458486.
 M. Schulte and C. Thaele (2014): Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem, preprint
 R. Simone (2014): Universality of free homogeneous sums in every dimension, preprint
 C.A. Tudor (2014): Chaos expansion and asymptotic behavior of the Pareto distribution, Statist. Probab. Lett., to appear
 D. Yogeshwaran, E. Subag and R.J. Adler (2014): Random geometric complexes in the thermodynamic regime, preprint
 R. Zeineddine (2014): Changeofvariable formula for the bidimensional fractional Brownian motion in Brownian time, preprint
Year 2013

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

J.M. Azaïs and J.R. León (2013): CLT for crossing of random trigonometric polynomials, Electron. J. Probab. 18, no. 68, 117.

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

E. Azmoodeh, D. Malicet and G. Poly (2013):
Generalization of the NualartPeccati criterion, preprint

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

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

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

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

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

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

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

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

A. De, I. Diakonikolas and R. Servedio (2013): Deterministic Approximate Counting for Juntas of Degree2 Polynomial Threshold Functions, preprint

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

A. Deya, D. Nualart and S. Tindel (2013): On L^{2} modulus of continuity of Brownian local times and Riesz potentials, preprint

P. Eichelsbacher and C. Thaele (2013): New BerryEsseen bounds for nonlinear functionals of Poisson random measures, preprint

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

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

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

A. V. Ivanov, N. Leonenko, M. D. RuizMedina, I. N. Savich (2013): Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra, Ann. Probab. 41, no. 2, 10881114
 Y. Kim (2013): A sufficient condition on optimal BerryEsseen bounds of functionals of Gaussian fields, Communications for Statistical Applications and Methods 20, no.1, 1522

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

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

B. Maslowski and C.A. Tudor (2013): Drift parameter estimation for infinitedimensional fractional OrnsteinUhlenbeck process, to appear in Bulletin des Sciences Mathématiques.

N. Naganuma (2013): Asymptotic error distributions of the CrankNicholson scheme for SDEs driven by fractional Brownian motion,
poster in the 5th GCOE International Symposium on "Weaving Science Web
beyond ParticleMatter Hierarchy", March 46, Sendai, Japan

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

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

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

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

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

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

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. 115.

I. Nourdin and R. Zintout (2013): Crossvariation of Young integral with respect
to longmemory fractional Brownian motions, Probab. Math. Statist., to appear

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

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

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

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

G. Peccati and C. Thaele (2013): Gamma limits and Ustatistics on the Poisson space, preprint

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

N. Privault and G.L. Torrisi (2013): Probability approximation by ClarkOcone covariance representation, Electron. J. Probab. 18, no. 91, pp. 125.

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

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 3144

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

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

C.A. Tudor (2013): Analysis of variations for selfsimilar processes, Springer, Probability and Its Applications.

R. Zeineddine (2013): Fluctuations of the power variation of fractional Brownian motion in Brownian time, preprint
Year 2012
 S. Aazizi (2012): A Simple Proof of BerryEsséen Bounds for the Quadratic Variation of the Subfractional Brownian Motion. Preprint
 S. Aazizi and K. EsSebaiy (2012): BerryEsseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion. Preprint
 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
 S. Bai and M. S. Taqqu (2012): Multivariate limit theorems in the context of longrange dependence. Preprint
 J.M. Bardet and D. Surgailis (2012): Moment bounds and central limit theorems for Gaussian subordinated arrays, J. Multi. Anal., to appear

H. Biermé, A. Bonami, I. Nourdin and G. Peccati (2012):
Optimal BerryEsseen rates on the Wiener space: the barrier of third and fourth cumulants, ALEA 9 (2), 473500

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

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

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

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

P. Cénac and K. EsSebaiy (2012): Almost sure central limit theorems for random ratios and applications to LSE for fractional OrnsteinUhlenbeck processes, preprint

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

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

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

A. Deya and I. Nourdin (2012): Convergence of Wigner integrals to the tetilla law, ALEA 9, 101127.

C. Durastanti, X. Lan and D. Marinucci (2012): NeedletWhittle Estimates on the Unit Sphere. Preprint.

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

R. Eden and J. Víquez (2012): NourdinPeccati analysis on Wiener and WienerPoisson space for general distributions, Preprint

K. EsSebaiy (2012): BerryEsseen bounds for the least squares estimator for discretely observed fractional OrnsteinUhlenbeck processes
, Preprint

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

J. Istas (2012):
Estimating selfsimilarity
through complex variations, Electron. J. Statist. 6, 13921408

T. Kemp, I. Nourdin, G. Peccati and R. Speicher (2012): Wigner chaos and the fourth moment, Ann. Probab. 40, no. 4, 15771635.

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

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.

R. LachiezeRey and G. Peccati (2012): Fine Gaussian fluctuations on the Poisson space II: rescaled kernels, marked processes and geometric Ustatistics, preprint

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

D. Marinucci and I. Wigman (2012):
On Nonlinear Functionals of Random Spherical Eigenfunctions, preprint
 M. Moers (2012): Hypothesis Testing in a Fractional OrnsteinUhlenbeck Model, International Journal of Stochastic Analysis, article ID 268568.

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

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

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

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

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

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

M. Schulte (2012): A Central Limit Theorem for the PoissonVoronoi Approximation, Adv. Appl. Math. 49, no. 35, 285306

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

M. Schulte and C. Thaele (2012): The scaling limit of Poissondriven order statistics with applications in geometric probability, Stoch. Proc. Appl. 122, no. 12, 40964120

M. Schulte and C. Thaele (2012): Distances between Poisson kflats, preprint
Year 2011
 O. Aboura and S. Bourguin: Density estimates for solutions to one dimensional backward SDE's. Potential Analysis 38, no. 2 (2013), pp 573587

O. E. BarndorffNielsen, J. M. Corcuera and M. Podolskij (2011): Multipower variation for Brownian semistationary processes, Bernoulli 17, no. 4, 11591194.
 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, 362395
 S. Bourguin and C.A. Tudor:
Malliavin Calculus and Self Normalized Sums, Séminaire de Probabilités XLV,
Lecture Notes in Mathematics
2013,
pp 323351
 S. Bourguin and C.A. Tudor (2011):
BerryEsseen bounds for long memory moving averages via Stein's method and Malliavin calculus. Stoch. Anal. Appl. 29, no. 5, 881905

S. Bourguin and C.A. Tudor (2011):
Cramér's theorem for Gamma random variables, Electron. Comm. Probab.
16, no. 1, 365378.

L. H. Y. Chen, L. Goldstein and Q.M. Shao (2011):
Normal Approximation by Stein’s Method, Probability and Its Applications, SpringerVerlag
(see more precisely the chapter 14, entitled ``Group Characters and Malliavin Calculus'')
 J.M. Corcuera (2011):
New Central Limit Theorems for Functionals of Gaussian Processes and their Applications. Methodol. Comput. Appl. Probab. (online first)

L. Decreusefond, E. Ferraz and H. Randriam: Simplicial Homology of Random Configurations, Journal of Advances in Applied Probability, Mars 2013
 A. Deya and I. Nourdin: Invariance principles for homogeneous sums of free random variables, Bernoulli 20, no. 2 (2014), 586603
 C. Durastanti, X. Lan and D. Marinucci: Gaussian Semiparametric Estimates on the Unit Sphere, Bernoulli 20, no. 1 (2014), 2877

K. EsSebaiy and C.A. Tudor (2011): Noncentral limit theorem for the cubic variation of a class of selfsimilar stochastic processes, Theory Probab. Appl. 55, no. 3, 411431.
 E. Ferraz and A. Vergne (2011): Statistics of geometric random simplicial complexes, Preprint
 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, 18511859
 R. LachiezeRey 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.
 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.
 M.T. Nguyen (2011): MalliavinStein method for multidimensional Ustatistics of Poisson point processes, preprint

S. Noreddine and I. Nourdin (2011): On the Gaussian approximation of vectorvalued multiple integrals, J. Multiv. Anal. 102, no. 6, 10081017.

I. Nourdin (2011): Yet another proof of the NualartPeccati criterion, Electron. Comm. Probab.
16, 467481
 I. Nourdin and G. Peccati: Poisson approximations on the free Wigner chaos, Ann. Probab. 41, no. 4 (2013), 27092723
 I. Nourdin, G. Peccati and M. Podolskij (2011): Quantitative BreuerMajor theorems. Stoch. Proc. Appl. 121, no. 4, 793812.
 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 211221

I. Nourdin and J. Rosiński: Asymptotic independence of multiple WienerItô integrals and the resulting limit laws, Ann. Probab. 42, no. 2 (2014), 497526

I. Nourdin and M.S. Taqqu (2011):
Central and noncentral limit theorems in a free probability setting, J. Theoret. Probab. 27, no. 1, 220248
 D. Nualart and L. QuerSardanyons (2011): Optimal Gaussian density estimates for a class of stochastic equations with additive noise. Infinite Dimensional Analysis, Quantum Probability and Related Topics 14, 2534.

H.S. Park, J.W. Jeon and Y.T. Kim (2011): The central limit theorem for crossvariation related to the standard
Brownian sheet and Berry–Esseen bounds, J. Korean Statist. Soc. 40, no. 2, 239244

G. Peccati (2011): The ChenStein method for Poisson functionals, Preprint

G. Peccati and C. Zheng: Universal Gaussian fluctuations on the discrete Poisson chaos, Bernoulli 20, no. 2 (2014), 697715
 M. Reitzner and M. Schulte: Central Limit Theorems for UStatistics of Poisson Point Processes, Ann. Probab. 41, no. 6 (2013), 38793909

C. Tudor (2011):
Berry–Esséen bounds and almost sure CLT for the quadratic variation of the subfractional Brownian motion, J. Math. Anal. Appl.
375, no. 2, 667676.

C.A. Tudor (2011):
Asymptotic Cramér's theorem and analysis on Wiener space, Séminaire de Probabilités XLIII, Lecture Notes in Mathematics, 309325

J. Víquez (2011): On the second order Poincaré inequality and CLT on WienerPoisson space, Preprint
Year 2010

H. Airault, P. Malliavin and F.G. Viens (2010):
Stokes formula on the Wiener space and ndimensional
Nourdin–Peccati analysis, J. Funct. Anal. 258, 17631783

B. Bercu, I. Nourdin and M.S. Taqqu (2010): Almost sure central limit theorems on the Wiener space , Stoch. Proc. Appl. 120, no. 9, 16071628

V. Bogachev (2010): Differentiable Measures and the Malliavin Calculus, American Mathematical Society
(see more precisely pages 321323)

S. Darses, I. Nourdin and D. Nualart (2010): Limit theorems for nonlinear functionals of Volterra processes via white noise analysis, Bernoulli 16, no. 4, 12621293

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 5584
 Y. Hu and D. Nualart (2010): Parameter estimation for fractional OrnsteinUhlenbeck processes, Stat. Probab. Lett. 80, no. 1112, 10301038
 M. Ledoux: Chaos of a Markov operator and the fourth moment condition, Ann. Probab. 40, no. 6, 2012, 24392459
 D. Marinucci and I. Wigman:
On the Excursion Sets of Spherical Gaussian Eigenfunctions,
Journal of Mathematical Physics, 52, 9, 093301, 21 pp. (2011)
 D. Marinucci and G. Peccati (2010): Ergodicity and Gaussianity for Spherical Random Fields, J. Math. Phys. 51, 043301
 D. Marinucci and G. Peccati (2010): Group representations and highresolution central limit theorems for subordinated spherical random fields. Bernoulli 16, no. 3, 798824.
 A. Neuenkirch, S. Tindel and J. Unterberger (2010):
Discretizing the fractional Levy area, Stoch. Proc. Appl. 120, no. 2, 223254

I. Nourdin and D. Nualart (2010): Central limit theorems for multiple Skorohod integrals, J. Theoret. Probab. 23, no. 1, 3964

I. Nourdin, D. Nualart and C.A. Tudor (2010): Central and noncentral limit theorems for weighted power variations of fractional Brownian motion,
Ann. I.H.P. 46, no. 4, 10551079
 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
 I. Nourdin and G. Peccati (2010): Universal Gaussian fluctuations of nonHermitian matrix ensembles: from weak convergence to almost sure CLTs, ALEA
7, 341375
 I. Nourdin and G. Peccati (2010): Cumulants on the Wiener space, J. Funct. Anal. 258, 37753791
 I. Nourdin and G. Peccati (2010): Stein's method and exact BerryEsséen asymptotics for functionals of Gaussian fields, Ann. Probab. 37, no. 6, 22312261
 I. Nourdin, G. Peccati and G. Reinert (2010): Stein's method and stochastic analysis of Rademacher sequences, Elect. J. Probab. 15, no. 55, 17031742
 I. Nourdin, G. Peccati and G. Reinert (2010): Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos, Ann. Probab. 38, no. 5, 19471985
 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, 4558

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, 21172162.
 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, 443478
 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'')
 G. Peccati and C. Zheng (2010): Multidimensional Gaussian fluctuations on the Poisson space, Elect. J. Probab. 15, no. 48, 14871527
 A. Réveillac, M. Stauch and C.A. Tudor: Hermite variations of the fractional
Brownian sheet. Stoch. Dyn. 12(3), 1150021 (2012), 21 pp
 M. Schulte and C. Thaele (2010): Exact and asymptotic results for intrinsic volumes of Poisson kflat processes, Preprint
Year 2009
 P. Baldi, G. Kerkyacharian, D. Marinucci and D. Picard (2009): Asymptotics for spherical needlets, Ann. Statist. 37, no. 3, 11501171.

O. E. BarndorffNielsen, J. M. Corcuera and M. Podolskij (2009): Power variation for Gaussian processes with stationary increments, Stoch. Proc. Appl. 119, 18451865
 O. E. BarndorffNielsen, J. M. Corcuera, M. Podolskij and J. H. C. Woerner (2009): Bipower variation for Gaussian processes with stationary increments, J. Appl. Probab. 46, 132150
 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, 416425
 B. Buchmann and N. H. Chan (2009): Integrated functionals of normal and fractional processes,
Ann. Appl. Probab. 19, no. 1, 4970.
 X. Lan and D. Marinucci (2009): On The Dependence Structure of Wavelet Coefficients for Spherical Random Fields, Stoch. Proc. Appl. 119 37493766

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, 23032320
 I. Nourdin and G. Peccati (2009): Noncentral convergence of multiple integrals, Ann. Probab. 37, no. 4, 1412–1426
 I. Nourdin and G. Peccati (2009): Stein's method on Wiener chaos, Probab. Theory Rel. Fields 145, no. 1, 75118
 I. Nourdin, G. Peccati and G. Reinert (2009): Second order Poincaré inequalities and CLTs on Wiener space, J. Funct. Anal. 257, 593609

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, 22002230

I. Nourdin and F.G. Viens (2009): Density formula and concentration inequalities with Malliavin calculus, Electron. J. Probab. 14, 22872309

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'')
 D. Nualart and L. QuerSardanyons (2009): Gaussian density estimates for solutions to quasilinear stochastic partial differential equations. Stoch. Proc. Appl. 119, 39143938.

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

G. Reinert: Gaussian approximation of functionals: Malliavin
calculus and Stein’s method, Surveys in stochastic processes,
107–126, EMS Ser. Congr. Rep., Eur. Math. Soc., Zürich, 2011
 A. Réveillac (2009): Convergence of finitedimensional laws of the weighted quadratic
variations process for some fractional Brownian sheets,
Stoch. Anal. Appl. 27, no. 1, 5173
 S. Si (2009): Twostep variations for processes driven by fractional Brownian motion with application in
testing for jumps from the high frequency data, PhD thesis, University of Tennessee

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

F.G. Viens (2009): Stein's lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent, Stoch. Proc. Appl. 119, 36713698
Year 2008

J.C. Breton and I. Nourdin (2008): Error bounds on the nonnormal approximation of Hermite power variations of fractional Brownian motion, Electron. Comm. in Probab. 13, 482493
 X. Lan and D. Marinucci (2008): The needlets bispectrum, Electron. J. Statist. 2, 332367

D. Marinucci and G. Peccati (2008):
Highfrequency asymptotics for subordinated isotropic fields on an Abelian compact group, Stoch. Proc. Appl. 118, no. 4, 585613

I. Nourdin and G. Peccati (2008):
Weighted power variations of iterated Brownian motion, Elect. J. Probab. 13, no. 43, 12291256
 D. Nualart and S. OrtizLatorre (2008): Central limit theorems for multiple stochastic integrals and Malliavin calculus, Stoch. Proc. Appl. 118, no. 4, 614628
Year 2007

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, 871899

G. Peccati (2007):
Gaussian approximations of multiple integrals, Elect. Comm. in Probab. 12, 350364
Year 2006
 J.M. Corcuera, D. Nualart and J.H.C. Woerner (2006):
Power variation of some integral fractional processes, Bernoulli 12, no. 4, 713735
Year 2005
 Y. Hu and D. Nualart (2005): Renormalized selfintersection local time for fractional Brownian motion, Ann. Probab. 33, no. 3, 948983
Year 2004
 G. Peccati and C.A. Tudor (2004): Gaussian limits for vectorvalued multiple stochastic integrals, Séminaire de Probabilités XXXVIII, 247262
 D. Nualart and G. Peccati (2005): Central limit theorems for sequences of multiple stochastic integrals, Ann. Probab. 33, no. 1, 177193

