Multivariate Gaussian approximations on Markov chaoses
Probability
2015-10-09 v1
Abstract
We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional Ornstein-Uhlenbeck generator case, another moment-type condition is required to imply joint convergence of of a given sequence of vectors.
Cite
@article{arxiv.1510.02105,
title = {Multivariate Gaussian approximations on Markov chaoses},
author = {Simon Campese and Ivan Nourdin and Giovanni Peccati and Guillaume Poly},
journal= {arXiv preprint arXiv:1510.02105},
year = {2015}
}
Comments
10 pages