An improved complex fourth moment theorem
Abstract
For a series of univariate or multivariate complex multiple Wiener-It\^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een bound under Wasserstein distance. Note that in some special cases of univariate complex multiple Wiener-It\^o integral, the Berry-Ess\'een bound we acquired is optimal. A remarkable fact is that the Berry-Ess\'een bound of multivariate complex multiple Wiener-It\^o integral is related to the partially order of the index of the complex multiple Wiener-It\^o integral, which has no real counterparts as far as we know. As an application, we explore the asymptotic property for the numerator of a ratio process which originates from the classical Chandler wobble model.
Keywords
Cite
@article{arxiv.2304.08088,
title = {An improved complex fourth moment theorem},
author = {Huiping Chen and Yong Chen and Yong Liu},
journal= {arXiv preprint arXiv:2304.08088},
year = {2023}
}