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math.PR2026
Optimal Gaussian approximation for complex Wiener-Itô integrals
Huiping Chen, Yong Chen, Yong Liu
We study density regularity and optimal Gaussian approximation for complex multiple Wiener-Itô integrals. We first give a kernel criterion for absolute continuity and derive explic…
math.PR2026
Optimal Sobolev Rate for Gaussian Density Approximation of Wiener Chaos Vectors
Huiping Chen, Yong Chen, Yong Liu
Let be a sequence of random vectors with identity covariance matrix whose components belong to the same fixed Wiener chaos, and assume that converges in law to a stan…