Chaos of a Markov operator and the fourth moment condition

DOI10.1214/11-AOP685zbMATH Open1266.60042arXiv1210.7587MaRDI QIDQ693712FDOQ693712

Authors: Michel Ledoux 

Publication date: 10 December 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We analyze from the viewpoint of an abstract Markov operator recent results by Nualart and Peccati, and Nourdin and Peccati, on the fourth moment as a condition on a Wiener chaos to have a distribution close to Gaussian. In particular, we are led to introduce a notion of chaos associated to a Markov operator through its iterated gradients and present conditions on the (pure) point spectrum for a sequence of chaos eigenfunctions to converge to a Gaussian distribution. Convergence to gamma distributions may be examined similarly.

Full work available at URL: https://arxiv.org/abs/1210.7587

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zbMATH Keywords

Markov operatorchaosStein's methodeigenfunctionfourth momentgamma-calculusiterated gradient

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Markov processes (60J99) Transition functions, generators and resolvents (60J35) Stochastic analysis (60H99)

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Cited In (28)

• A bound on the Wasserstein-2 distance between linear combinations of independent random variables
• Fourth moment theorems on the Poisson space in any dimension
• On the fourth moment condition for Rademacher chaos
• Optimal gamma approximation on Wiener space
• Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials
• Quantitative normal approximation of linear statistics of \(\beta \)-ensembles
• Generalization of the Nualart-Peccati criterion
• Fisher information and the fourth moment theorem
• On high-frequency limits of \(U\)-statistics in Besov spaces over compact manifolds
• Title not available (Why is that?)
• Normal approximation when a chaos grade is greater than two
• On the fourth moment theorem for complex multiple Wiener–Itô integrals
• The Berry-Esseen bound in de Jong's CLT
• On normal approximations for the two-sample problem on multidimensional tori
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• Four moments theorems on Markov chaos
• Malliavin-Stein method: a survey of some recent developments
• Entropy and the fourth moment phenomenon
• Fourth moment theorems for Markov diffusion generators
• Stein's method, logarithmic Sobolev and transport inequalities
• Generalizations of the fourth moment theorem
• A Peccati-Tudor type theorem for Rademacher chaoses
• High-dimensional central limit theorems for homogeneous sums
• Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields
• Superconvergence phenomenon in Wiener chaoses
• Eigenvalue inequalities for the Markov diffusion operator

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