Generalizations of the fourth moment theorem

DOI10.37190/0208-4147.00060zbMath1505.60036OpenAlexW4312927951MaRDI QIDQ5871407

Nobuaki Naganuma

Publication date: 19 January 2023

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37190/0208-4147.00060

zbMATH Keywords

Wiener chaosNualart-Peccati criterioncentral convergencethe fourth moment theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Stochastic calculus of variations and the Malliavin calculus (60H07)

Cites Work

• Generalization of the Nualart-Peccati criterion
• Chaos of a Markov operator and the fourth moment condition
• Stein's method on Wiener 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
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
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