Normal approximation when a chaos grade is greater than two

DOI10.1016/J.SPL.2022.109389MaRDI QIDQ2128918zbMATH OpenOpenAlexWikidataFDO

Authors Yoon Tae Kim, Hyun Suk Park

Publication date 22 April 2022

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.spl.2022.109389

zbMATH Keywords

carré du champ operatorchaos gradefourth moment theoremMarkov chaosMarkov diffusion generator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Transition functions, generators and resolvents (60J35)

Recommendations

• Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials
• Multivariate Gaussian approximations on Markov chaoses
• The optimal fourth moment theorem
• Chaos of a Markov operator and the fourth moment condition
• Four moments theorems on Markov chaos

Cites work

• Analysis and geometry of Markov diffusion operators
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• Chaos of a Markov operator and the fourth moment condition
• Four moments theorems on Markov chaos
• Fourth moment theorems for Markov diffusion generators
• Stein's method on Wiener chaos

Cited in

(1)

• Four moments theorems on Markov chaos

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