Multivariate Gaussian approximations on Markov chaoses

DOI10.1214/16-ECP4615zbMATH Open1345.60012arXiv1510.02105MaRDI QIDQ303678FDOQ303678

Authors: Simon Campese, Ivan Nourdin, Giovanni Peccati, Guillaume Poly 

Publication date: 22 August 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional Ornstein-Uhlenbeck generator case, another moment-type condition is required to imply joint convergence of of a given sequence of vectors.

Full work available at URL: https://arxiv.org/abs/1510.02105

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zbMATH Keywords

fourth moment theoremMarkov diffusion generatormultivariate normal approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Markov processes (60J99) Transition functions, generators and resolvents (60J35)

Cited In (11)

• Fourth moment theorems on the Poisson space in any dimension
• Multidimensional limit theorems for homogeneous sums: a survey and a general transfer principle
• On the fourth moment condition for Rademacher chaos
• Normal approximation when a chaos grade is greater than two
• Chaos of a Markov operator and the fourth moment condition
• The Berry-Esseen bound in de Jong's CLT
• Approximation of Hilbert-valued gaussians on Dirichlet structures
• Four moments theorems on Markov chaos
• Entropy and the fourth moment phenomenon
• A Peccati-Tudor type theorem for Rademacher chaoses
• High-dimensional central limit theorems for homogeneous sums

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