A total variation version of Breuer--Major Central Limit Theorem under $\mathbb{D}^{1,2}$ assumption
Abstract
In this note, we establish a qualitative total variation version of Breuer--Major Central Limit Theorem for a sequence of the type , where is a centered stationary Gaussian process, under the hypothesis that the function has Hermite rank and belongs to the Malliavin space . 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 has Hermite rank and belongs to the Malliavin space . We thus weaken the integrability assumption to 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}
}