Second order Poincaré inequalities and CLTs on Wiener space
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Publication:1029322
DOI10.1016/J.JFA.2008.12.017zbMATH Open1186.60047arXiv0811.4485OpenAlexW1982303925WikidataQ57747973 ScholiaQ57747973MaRDI QIDQ1029322FDOQ1029322
Authors: Ivan Nourdin, Giovanni Peccati, Gesine Reinert 
Publication date: 10 July 2009
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Abstract: We prove infinite-dimensional second order Poincar'e inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Stein's method and Malliavin calculus. We provide two applications: (i) to a new "second order" characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.
Full work available at URL: https://arxiv.org/abs/0811.4485
Recommendations
Stein's methodWiener chaoslinear functionalscentral limit theoremsmultiple integralsisonormal Gaussian processessecond order Poincaré inequalities
Stochastic calculus of variations and the Malliavin calculus (60H07) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)
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Cited In (39)
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- Constructing a solution of the \((2+1)\)-dimensional KPZ equation
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