3 papers
math.PR2026
On the Malliavin calculus on product spaces and an infinite de Jong theorem
Christian Döbler
We extend the Malliavin theory for -functionals on product probability spaces that has recently been developed independently by Decreusefond and Halconruy (2019) and by Duerin…
math.PR2023
The Berry-Esseen bound in de Jong's CLT
Christian Döbler
We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate -statistics, which says that the convergence of the fourth moment sequence to thre…
math.PR2021
A short proof of Lévy's continuity theorem without using tightness
Christian Döbler
In this note we present a new short and direct proof of Lévy's continuity theorem in arbitrary dimension , which does not rely on Prohorov's theorem, Helly's selection theorem o…