Normal approximation when a chaos grade is greater than two
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Publication:2128918
DOI10.1016/j.spl.2022.109389zbMath1489.60038WikidataQ114130479 ScholiaQ114130479MaRDI QIDQ2128918
Publication date: 22 April 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2022.109389
fourth moment theorem; Markov diffusion generator; carré du champ operator; chaos grade; Markov chaos
60F05: Central limit and other weak theorems
60H05: Stochastic integrals
60J35: Transition functions, generators and resolvents
Cites Work
- Chaos of a Markov operator and the fourth moment condition
- Stein's method on Wiener chaos
- Four moments theorems on Markov chaos
- Fourth moment theorems for Markov diffusion generators
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Central limit theorems for sequences of multiple stochastic integrals
- Analysis and Geometry of Markov Diffusion Operators