Translator Disclaimer
2016 Multivariate Gaussian approximations on Markov chaoses
Simon Campese, Ivan Nourdin, Giovanni Peccati, Guillaume Poly
Electron. Commun. Probab. 21: 1-9 (2016). DOI: 10.1214/16-ECP4615

Abstract

We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional Ornstein-Uhlenbeck generator case, another moment-type condition is required to imply joint convergence of of a given sequence of vectors.

Citation

Download Citation

Simon Campese. Ivan Nourdin. Giovanni Peccati. Guillaume Poly. "Multivariate Gaussian approximations on Markov chaoses." Electron. Commun. Probab. 21 1 - 9, 2016. https://doi.org/10.1214/16-ECP4615

Information

Received: 8 October 2015; Accepted: 16 May 2016; Published: 2016
First available in Project Euclid: 1 July 2016

zbMATH: 1345.60012
MathSciNet: MR3522594
Digital Object Identifier: 10.1214/16-ECP4615

Subjects:
Primary: 60F05, 60J35, 60J99

JOURNAL ARTICLE
9 PAGES


SHARE
Back to Top