2 citations · 2 across the 1 of their papers we have counts for
4 papers
Optimal Gamma Approximation on Wiener Space
Ehsan Azmoodeh, Peter Eichelsbacher, Lukas Knichel
In \cite{n-p-noncentral}, Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourt…
Moment estimates of Rosenthal type via cumulants
Peter Eichelsbacher, Lukas Knichel
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We co…
On the Rate of Convergence to a Gamma Distribution on Wiener Space
Ehsan Azmoodeh, Peter Eichelsbacher, Lukas Knichel
In [NP09a], Nourdin and Peccati established a neat characterization of Gamma approximation on a fixed Wiener chaos in terms of convergence of only the third and fourth cumulants. I…
Fine asymptotics for models with Gamma type moments
Peter Eichelsbacher, Lukas Knichel
The aim of this paper is to give fine asymptotics for random variables with moments of Gamma type. Among the examples we consider are random determinants of Laguerre and Jacobi bet…