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math.PR2019
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…
math.PR2019★ 2 cited
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…