English

Fisher Information and the Fourth Moment Theorem

Probability 2013-12-23 v1 Information Theory math.IT

Abstract

Using a representation of the score function by means of the divergence operator we exhibit a sufficient condition, in terms of the negative moments of the norm of the Malliavin derivative, under which convergence in Fisher information to the standard Gaussian of sequences belonging to a given Wiener chaos is actually equivalent to convergence of only the fourth moment. Thus, our result may be considered as a further building block associated to the recent but already rich literature dedicated to the Fourth Moment Theorem of Nualart and Peccati. To illustrate the power of our approach we prove a local limit theorem together with some rates of convergence for the normal convergence of a standardized version of the quadratic variation of the fractional Brownian motion.

Keywords

Cite

@article{arxiv.1312.5841,
  title  = {Fisher Information and the Fourth Moment Theorem},
  author = {Ivan Nourdin and David Nualart},
  journal= {arXiv preprint arXiv:1312.5841},
  year   = {2013}
}

Comments

23 pages

R2 v1 2026-06-22T02:32:18.769Z