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Related papers: Stein's method on Wiener chaos

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This paper deals with bilateral-gamma (BG) approximation to functionals of an isonormal Gaussian process. We use Malliavin-Stein method to obtain the error bounds for the smooth Wasserstein distance. As by-products, the error bounds for…

Probability · Mathematics 2024-10-01 Kalyan Barman , Tomoyuki Ichiba , Palaniappan Vellaisamy

We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize…

Probability · Mathematics 2016-02-16 Ivan Nourdin , David Nualart , Giovanni Peccati

We study rates of convergence in central limit theorems for the partial sum of squares of general Gaussian sequences, using tools from analysis on Wiener space. No assumption of stationarity, asymptotically or otherwise, is made. The main…

Probability · Mathematics 2017-06-09 Soukaina Douissi , Khalifa Es-Sebaiy , Frederi G. Viens

We introduce a framework to derive quantitative central limit theorems in the context of non-linear approximation of Gaussian random variables taking values in a separable Hilbert space. In particular, our method provides an alternative to…

Probability · Mathematics 2020-11-25 Solesne Bourguin , Simon Campese

In \cite{BNT}, a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-It\^o integral…

Probability · Mathematics 2019-01-21 Ehsan Azmoodeh , Ivan Nourdin

We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared random variables, within the framework of random objects living…

Probability · Mathematics 2014-09-22 Ehsan Azmoodeh , Giovanni Peccati , Guillaume Poly

In a seminal paper of 2005, Nualart and Peccati discovered a surprising central limit theorem (called the "Fourth Moment Theorem" in the sequel) for sequences of multiple stochastic integrals of a fixed order: in this context, convergence…

Probability · Mathematics 2012-06-29 Ivan Nourdin

We show new estimates for the total variation and Wasserstein distances in the framework of the Breuer-Major theorem. The results are based on the combination of Stein's method for normal approximations and Malliavin calculus together with…

Probability · Mathematics 2019-05-15 Sefika Kuzgun , David Nualart

We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the $d$ dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the…

Probability · Mathematics 2025-12-16 Fabio Coppini , Wioletta M. Ruszel

Berry-Esseen bounds for non-linear functionals of infinite Rademacher sequences are derived by means of the Malliavin-Stein method. Moreover, multivariate extensions for vectors of Rademacher functionals are shown. The results establish a…

Probability · Mathematics 2017-11-06 Kai Krokowski , Anselm Reichenbachs , Christoph Thaele

In this paper, we consider a target random variable $Y \sim \CVG$ distributed according to a centered Variance--Gamma distribution. For a generic random element $F=I_2(f)$ in the second Wiener chaos with $\E[F^2]= \E[Y^2]$ we establish a…

Probability · Mathematics 2021-07-01 Ehsan Azmoodeh , Peter Eichelsbacher , Christoph Thäle

We prove that a normalized sequence of multiple Wigner integrals (in a fixed order of free Wigner chaos) converges in law to the standard semicircular distribution if and only if the corresponding sequence of fourth moments converges to 2,…

Probability · Mathematics 2012-07-31 Todd Kemp , Ivan Nourdin , Giovanni Peccati , Roland Speicher

We establish an unexpected phenomenon of strong regularization along normal convergence on Wiener chaoses. For every sequence of chaotic random variables, convergence in law to the Gaussian distribution is upgraded to superconvergence: the…

Probability · Mathematics 2024-06-21 Ronan Herry , Dominique Malicet , Guillaume Poly

We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It…

Probability · Mathematics 2010-06-08 Ivan Nourdin , Giovanni Peccati , Mark Podolskij

The moving average of the complex modulus of the analytic wavelet transform provides a robust time-scale representation for signals to small time shifts and deformation. In this work, we derive the Wiener chaos expansion of this…

Probability · Mathematics 2024-10-23 Gi-Ren Liu , Yuan-Chung Sheu , Hau-Tieng Wu

We combine the notion of free Stein kernel and the free Malliavin calculus to provide quantitative bounds under the free (quadratic) Wasserstein distance in the multivariate semicircular approximations for self-adjoint vector-valued…

Probability · Mathematics 2022-11-15 Charles-Philippe Diez

We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…

Probability · Mathematics 2014-07-24 Michel Ledoux , Ivan Nourdin , Giovanni Peccati

In this paper, we establish non-uniform Berry-Esseen bounds by means of the Malliavin-Stein method. Applications to the multiple Wiener-It\^o integrals and the exponential functionals of Brownian motion are given to illustrate the theory.

Probability · Mathematics 2024-09-04 Nguyen Tien Dung , Le Vi , Pham Thi Phuong Thuy

We provide a bound on a natural distance between finitely and infinitely supported elements of the unit sphere of $\ell^2(\mathbb{N}^*)$, the space of real valued sequences with finite $\ell^2$ norm. We use this bound to estimate the…

Probability · Mathematics 2019-08-20 Benjamin Arras , Ehsan Azmoodeh , Guillaume Poly , Yvik Swan

We study stochastic differential equations driven by finite-order chaos processes on abstract Wiener spaces, with pathwise Riemann-Stieltjes integration. The driving noise is an $\mathbb{R}^m$-valued chaotic process given by multiple…

Probability · Mathematics 2026-04-28 Laurent Loosveldt , Yassine Nachit , Ivan Nourdin