English

Quantitative de Jong theorems in any dimension

Probability 2016-12-22 v4

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 UU-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 UU-statistics of arbitrary order d1d\geq1. One of our main findings is that, for vectors of UU-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.

Keywords

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

R2 v1 2026-06-22T13:02:23.837Z