Non-central limit of densities of some functionals of Gaussian processes

DOI10.1214/25-EJP1444MaRDI QIDQ6878658zbMATH OpenFDO

Authors Solesne Bourguin, Thanh Ha Dang, Yaozhong Hu

Publication date 6 January 2026

Published in Electronic Journal of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-probability/volume-30/issue-none/Non-central-limit-of-densities-of-some-functionals-of-Gaussian/10.1214/25-EJP1444.full

zbMATH Keywords

convergence of densitiesGaussian processesMalliavin calculusMarkov diffusion generatormultiple Wiener-Itô integralsStein's methodWiener chaos

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60)

Cites work

• A stroll along the gamma
• Analysis on Gaussian spaces
• Convergence of densities of some functionals of Gaussian processes
• Convergence of densities of spatial averages of stochastic heat equation
• Density convergence in the Breuer-Major theorem for Gaussian stationary sequences
• Dirichlet forms and analysis on Wiener space
• Four moments theorems on Markov chaos
• Fourth moment theorems for Markov diffusion generators
• scientific article; zbMATH DE number 785439 (Why is no real title available?)
• Noncentral convergence of multiple integrals
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Quantitative CLTs for symmetric U-statistics using contractions
• Regularity of laws via Dirichlet forms: application to quadratic forms in independent and identically distributed random variables
• Stein's method for invariant measures of diffusions via Malliavin calculus
• Stein's method on Wiener chaos
• Superconvergence phenomenon in Wiener chaoses
• The Gamma Stein equation and noncentral de Jong theorems

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