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math.PR2025
Quantitative bounds for high-dimensional non-linear functionals of Gaussian processes
Andreas Basse-O'Connor, David Kramer-Bang
In this paper, we establish explicit quantitative Berry-Esseen bounds in the hyper-rectangle distance , the convex distance and the -Wasserstein distance…
math.PR2025
Fourth-Moment Theorems for Sums of Multiple Integrals
Andreas Basse-O'Connor, David Kramer-Bang, Clement Svendsen
Nualart & Pecatti ([Nualart and Peccati, 2005, Thm 1]) established the first fourth-moment theorem for random variables in a fixed Wiener chaos, i.e. they showed that convergence o…