Generalizations of the fourth moment theorem

DOI10.37190/0208-4147.00060MaRDI QIDQ5871407zbMATH OpenOpenAlexFDO

Authors 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

central convergenceNualart-Peccati criterionthe fourth moment theoremWiener chaos

Mathematics Subject Classification ID

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

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Cites work

• Applied asymptotic analysis
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• Chaos of a Markov operator and the fourth moment condition
• Fourth moment theorems for Markov diffusion generators
• Generalization of the Nualart-Peccati criterion
• scientific article; zbMATH DE number 2149887 (Why is no real title available?)
• Normal approximations with Malliavin calculus. From Stein's method to universality
• Stein's method on Wiener chaos
• The Malliavin Calculus and Related Topics

Cited in

(12)

• Fourth moment theorems on the Poisson space: analytic statements via product formulae
• Fourth-order moments of nonnegative measures on \(S^ 2\) and applications
• Partial generalized four moment theorem revisited
• Fourth moments and products: unified estimates
• Four moments theorems on Markov chaos
• Fourth moment theorems for Markov diffusion generators
• Convergence of the fourth moment and infinite divisibility
• Fisher information and the fourth moment theorem
• Classical and free fourth moment theorems: universality and thresholds
• The optimal fourth moment theorem
• Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem
• Noncentral convergence of multiple integrals

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