Invariance principles for homogeneous sums: Universality of Gaussian Wiener chaos

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 variables enjoy the following form of universality: (a) the norma...

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Autors principals: Nourdin, I, Peccati, G, Reinert, G
Format: Journal article
Idioma:English
Publicat: 2009

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