1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2023★ 1 cited
An improved complex fourth moment theorem
Huiping Chen, Yong Chen, Yong Liu
For a series of univariate or multivariate complex multiple Wiener-Itô integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theore…
math.PR2023
Optimal Rate of Convergence for Vector-valued Wiener-Ito Integral
Huiping Chen
We investigate the optimal rate of convergence in the multidimensional normal approximation of vector-valued Wiener-Ito integrals of which components all belong to the same fixed W…
math.PR2022
Kernel representation formula from complex to real Wiener-Ito integrals and vice versa
Huiping Chen, Yong Chen, Yong Liu
We clearly characterize the relation between real and complex Wiener-Ito integrals. Given a complex multiple Wiener-Ito integral, we get explicit expressions for two kernels of its…