The Breuer-Major Theorem in total variation: improved rates under minimal regularity

Abstract

In this paper we prove an estimate for the total variation distance, in the framework of the Breuer-Major theorem, using the Malliavin-Stein method, assuming the underlying function $g$ to be once weakly differentiable with $g$ and $g'$ having finite moments of order four with respect to the standard Gaussian density. This result is proved by a combination of Gebelein's inequality and some novel estimates involving Malliavin operators.