Second order Poincaré inequalities and CLTs on Wiener space
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Publication:1029322
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.
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