Guillaume Poly

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20122016

most citedConvergence towards linear combinations of chi-squared random variables: a Malliavin-based approach

3 citations · 7 across the 5 of their papers we have counts for

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Showing 2014 · math.PRShow all

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math.PR2014★ 3 cited

Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach

Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly

We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared ran…

math.PR2014

Classical and free Fourth Moment Theorems: universality and thresholds

Ivan Nourdin, Giovanni Peccati, Guillaume Poly +1

Let $X$ be a centered random variable with unit variance, zero third moment, and such that $E [X^{4}] \geq 3$ . Let ${F_{n} : n \geq 1}$ denote a normalized sequence of homogeneous sums…

math.PR2014

Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem

Louis H. Y. Chen, Guillaume Poly

The fourth moment theorem provides error bounds of the order $E (F^{4}) - 3$ in the central limit theorem for elements $F$ of Wiener chaos of any order such that ${\m…