Related papers: Fourth-Moment Theorems for Sums of Multiple Integr…

The aim of the present paper is to establish the multidimensional counterpart of the \textit{fourth moment criterion} for homogeneous sums in independent leptokurtic and mesokurtic random variables (that is, having positive and zero fourth…

We characterize the asymptotic independence between blocks consisting of multiple Wiener-It\^{o} integrals. As a consequence of this characterization, we derive the celebrated fourth moment theorem of Nualart and Peccati, its…

We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…

We develop a new method for bounding the relative entropy of a random vector in terms of its Stein factors. Our approach is based on a novel representation for the score function of smoothly perturbed random variables, as well as on the de…

We study the convergence in total variation distance for series of the form $$ S_{N}(c,Z)=\sum_{l=1}^{N}\sum_{i_{1}<\cdots<i_{l}}c(i_{1},...,i_{l})Z_{i_{1}}\cdots Z_{i_{l}}, $$ where $Z_{k},k\in {\mathbb{N}}$ are independent centered random…

Adapting the spectral viewpoint suggested in Ledoux (2012) in the context of symmetric Markov diffusion generators and recently exploited in the non-diffusive setup of a Poisson random measure by D\"obler and Peccati (2017), we investigate…

We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.

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…

We extend to any dimension the quantitative fourth moment theorem on the Poisson setting, recently proved by C. D\"obler and G. Peccati (2017). In particular, by adapting the exchangeable pairs couplings construction introduced by I.…

We combine Malliavin calculus with Stein's method, in order to derive explicit bounds in the Gaussian and Gamma approximations of random variables in a fixed Wiener chaos of a general Gaussian process. We also prove results concerning…

We prove necessary and sufficient conditions for the asymptotic normality of multiple integrals with respect to a Poisson measure on a general measure space, expressed both in terms of norms of contraction kernels and of variances of…

We compute explicit bounds in the normal and chi-square approximations of multilinear homogenous sums (of arbitrary order) of general centered independent random variables with unit variance. In particular, we show that chaotic random…

The aim of the dissertation is threefold: the first two parts are devoted to explore the Fourth Moment Theorem and universality properties for homogeneous sums, while the last part approaches the classical theory of orthogonal polynomials…

Consider $F$ an element of the second Wiener chaos with variance one. In full generality, we show that, for every integer $p\ge 1$, there exists $\eta_p>0$ such that if $\kappa_4(F)<\eta_p$ then the Malliavin derivative of $F$ admits a…

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…

The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…

The fourth moment theorem provides error bounds of the order $\sqrt{{\mathbb E}(F^4) - 3}$ in the central limit theorem for elements $F$ of Wiener chaos of any order such that ${\mathbb E}(F^2) = 1$. It was proved by Nourdin and Peccati…

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…

We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…

Inspired by the insightful article arXiv:1210.7587, we revisit the Nualart-Peccati-criterion arXiv:math/0503598 (now known as the Fourth Moment Theorem) from the point of view of spectral theory of general Markov diffusion generators. We…