Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials (Q2240766)

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Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials
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    Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials (English)
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    4 November 2021
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    Summary: In this paper, we consider a quantitative fourth moment theorem for functions (random variables) defined on the Markov triple \((E, \mu, \varGamma)\), where \(\mu\) is a probability measure and \(\varGamma\) is the carré du champ operator. A new technique is developed to derive the fourth moment bound in a normal approximation on the random variable of a general Markov diffusion generator, not necessarily belonging to a fixed eigenspace, while previous works deal with only random variables to belong to a fixed eigenspace. As this technique will be applied to the works studied by \textit{S. Bourguin} et al. [Ann. Probab. 47, No. 3, 1417--1446 (2019; Zbl 1466.60041)], we obtain the new result in the case where the chaos grade of an eigenfunction of Markov diffusion generator is greater than two. Also, we introduce the chaos grade of a new notion, called the \textit{lower chaos grade}, to find a better estimate than the previous one.
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