The multivariate functional de Jong CLT

DOI10.1007/S00440-022-01114-3MaRDI QIDQ2089758zbMATH OpenOpenAlexFDO

Authors Christian Döbler, Mikołaj J. Kasprzak, Giovanni Peccati

Publication date 24 October 2022

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2104.01858

zbMATH Keywords

U-statisticsuniversalityfunctional limit theoremscontractionsproduct formulaeHoeffding decompositions

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Geometric probability and stochastic geometry (60D05) Functional limit theorems; invariance principles (60F17)

Abstract: We prove a multivariate functional version of de Jong's CLT (1990) yielding that, given a sequence of vectors of Hoeffding-degenerate U-statistics, the corresponding empirical processes on $[0,1]$ weakly converge in the Skorohod space as soon as their fourth cumulants in $t=1$ vanish asymptotically and a certain strengthening of the Lindeberg-type condition is verified. As an application, we lift to the functional level the `universality of Wiener chaos' phenomenon first observed in Nourdin, Peccati and Reinert (2010).

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Cited in

(3)

• The Berry-Esseen bound in de Jong's CLT
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• Anticoncentration and Berry-Esseen bounds for random tensors

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