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...
Үндсэн зохиолчид: | Nourdin, I, Peccati, G, Reinert, G |
---|---|
Формат: | Journal article |
Хэл сонгох: | English |
Хэвлэсэн: |
2009
|
Ижил төстэй зүйлс
-
Second order Poincaré inequalities and CLTs on Wiener space
-н: Nourdin, I, зэрэг
Хэвлэсэн: (2008) -
On the Wiener chaos expansion of the signature of a Gaussian process
-н: Cass, T, зэрэг
Хэвлэсэн: (2024) -
Stein's method and stochastic analysis of Rademacher functionals
-н: Nourdin, I, зэрэг
Хэвлэсэн: (2008) -
N-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
-н: Hoang, Viet Ha., зэрэг
Хэвлэсэн: (2014) -
Stochastic Boundary Value Problems via Wiener Chaos Expansion
-н: George Kanakoudis, зэрэг
Хэвлэсэн: (2023-04-01)