An improved complex fourth moment theorem

Abstract

For a series of univariate or multivariate complex multiple Wiener-Itô integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Esséen bound under Wasserstein distance. Note that in some special cases of univariate complex multiple Wiener-Itô integral, the Berry-Esséen bound we acquired is optimal. A remarkable fact is that the Berry-Esséen bound of multivariate complex multiple Wiener-Itô integral is related to the partially order of the index of the complex multiple Wiener-Itô integral, which has no real counterparts as far as we know. As an application, we explore the asymptotic property for the numerator of a ratio process which originates from the classical Chandler wobble model.