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most citedAn improved complex fourth moment theorem

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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…