Functional second-order Gaussian Poincaré inequalities

Abstract

In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincaré inequality that leads to abstract bounds for Gaussian process approximation in $d_2$ distance. Our abstract bounds are flexible and can be applied in various examples including functional Breuer-Major central limit theorems, shallow neural networks, and spatial statistics of SPDEs solutions.

30 pages, v2: minor changes, typos fixed