Quantitative de Jong theorems in any dimension
Abstract
We develop a new quantitative approach to a multidimensional version of the well-known {\it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate -statistics whose fourth cumulants converge to zero satisfies a CLT, as soon as a Lindeberg-Feller type condition is verified. Our approach allows one to deduce explicit (and presumably optimal) Berry-Esseen bounds in the case of general -statistics of arbitrary order . One of our main findings is that, for vectors of -statistics satisfying de Jong' s conditions and whose covariances admit a limit, componentwise convergence systematically implies joint convergence to Gaussian: this is the first instance in which such a phenomenon is described outside the frameworks of homogeneous chaoses and of diffusive Markov semigroups.
Cite
@article{arxiv.1603.00804,
title = {Quantitative de Jong theorems in any dimension},
author = {Christian Döbler and Giovanni Peccati},
journal= {arXiv preprint arXiv:1603.00804},
year = {2016}
}
Comments
40 pages, to appear in: Electronic Journal of Probability