Second order Poincaré inequalities and CLTs on Wiener space (Q1029322)

The authors consider the second order Poincaré inequality proved on finite dimensional Gaussian space by \textit{S. Chatterjee} [Probab. Theory Relat. Fields 143, No. 1--2, 1--40 (2009; Zbl 1152.60024)], and extend it to the infinite-dimensional setting of the Wiener space. The main result of the paper under review consists in an upper bound on the Wasserstein and total variation distances between the law of a Wiener functional \(F\) and that of a Gaussian random variable \(Z\), using the operator norms of the first and second order Malliavin derivatives of \(F\). Applications are given to a second order characterization of the Central Limit Theorem (CLT) on fixed Wiener chaoses, and to a CLT for functionals of the form \[ F = {1 \over \sqrt{T}} \int_{aT}^{bT} ( f(B_{u+1}-B_u) - E [ f(Z)] ) du \] as \(T\) goes to infinity, where \((B_u)_{u\in {\mathbb R}_+}\) is a centered Gaussian process with stationary increments and \(f\) is a symmetric, non-constant \({\mathcal C}^2\) function.