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math.PR2013
Fourth Moment Theorems for Markov Diffusion Generators
Ehsan Azmoodeh, Simon Campese, Guillaume Poly
Inspired by the insightful article arXiv:1210.7587, we revisit the Nualart-Peccati-criterion arXiv:math/0503598 (now known as the Fourth Moment Theorem) from the point of view of s…
math.PR2013★ 5 cited
Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields
Simon Campese
We develop techniques for determining the exact asymptotic speed of convergence in the multidimensional normal approximation of smooth functions of Gaussian fields. As a by-product…