Functional second-order Gaussian Poincar\'e inequalities
Probability
2025-06-24 v2
Abstract
In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in distance. Our abstract bounds are flexible and can be applied in various examples including functional Breuer-Major central limit theorems, shallow neural networks, and spatial statistics of SPDEs solutions.
Cite
@article{arxiv.2506.13571,
title = {Functional second-order Gaussian Poincar\'e inequalities},
author = {Anna Vidotto and Guangqu Zheng},
journal= {arXiv preprint arXiv:2506.13571},
year = {2025}
}
Comments
30 pages, v2: minor changes, typos fixed