Title of article
Second order Poincaré inequalities and CLTs on Wiener space
Author/Authors
Ivan Nourdin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
17
From page
593
To page
609
Abstract
We prove infinite-dimensional second order Poincaré inequalities on Wiener space, thus closing a circle
of ideas linking limit theorems for functionals of Gaussian fields, Stein’s method and Malliavin calculus.
We provide two applications: (i) to a new “second order” characterization of CLTs on a fixedWiener chaos,
and (ii) to linear functionals of Gaussian-subordinated fields.
© 2008 Elsevier Inc. All rights reserved.
Keywords
Second orderPoincaré inequalities , Wiener chaos , Linear functionals , Central limit theorems , Isonormal Gaussian processes , Multiple integrals , Stein’s method
Journal title
Journal of Functional Analysis
Serial Year
2009
Journal title
Journal of Functional Analysis
Record number
839941
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