The optimal fourth moment theorem
نویسندگان
چکیده
We compute the exact rates of convergence in total variation associated with the ‘fourth moment theorem’ by Nualart and Peccati (2005), stating that a sequence of random variables living in a fixed Wiener chaos verifies a central limit theorem (CLT) if and only if the sequence of the corresponding fourth cumulants converges to zero. We also provide an explicit illustration based on the Breuer-Major CLT for Gaussian-subordinated random sequences.
منابع مشابه
Stein’s method, Malliavin calculus, Dirichlet forms and the fourth moment theorem
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تاریخ انتشار 2013