English

A total variation version of Breuer--Major Central Limit Theorem under $\mathbb{D}^{1,2}$ assumption

Probability 2023-09-13 v1

Abstract

In this note, we establish a qualitative total variation version of Breuer--Major Central Limit Theorem for a sequence of the type 1n1knf(Xk)\frac{1}{\sqrt{n}} \sum_{1\leq k \leq n} f(X_k), where (Xk)k1(X_k)_{k\ge 1} is a centered stationary Gaussian process, under the hypothesis that the function ff has Hermite rank d1d \geq 1 and belongs to the Malliavin space D1,2\mathbb D^{1,2}. This result in particular extends the recent works of [NNP21], where a quantitative version of this result was obtained under the assumption that the function ff has Hermite rank d=2d= 2 and belongs to the Malliavin space D1,4\mathbb D^{1,4}. We thus weaken the D1,4\mathbb D^{1,4} integrability assumption to D1,2\mathbb D^{1,2} and remove the restriction on the Hermite rank of the base function. While our method is still based on Malliavin calculus, we exploit a particular instance of Malliavin gradient called the sharp operator, which reduces the desired convergence in total variation to the convergence in distribution of a bidimensional Breuer--Major type sequence.

Keywords

Cite

@article{arxiv.2309.06265,
  title  = {A total variation version of Breuer--Major Central Limit Theorem under $\mathbb{D}^{1,2}$ assumption},
  author = {Jürgen Angst and Federico Dalmao and Guillaume Poly},
  journal= {arXiv preprint arXiv:2309.06265},
  year   = {2023}
}