Title: “The Breuer-Major theorem: old and new”

 

Abstract: The celebrated Breuer-Major theorem is a central limit theorem for a sum of elements of the form f(X_k), where f:R–>R is a given function and X is a Gaussian stationary sequence with unit variance.

In my talk, I will introduce the so-called Malliavin-Stein method, and I will then use it to investigate different problems related to the Breuer-Major theorem.