We present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (Probab Theory Relat Fields 143(1):1–40, 2009) and Nourdin et al. (J Funct Anal 257(2):593–609, 2009). These novel estimates are used in order to bound distributional distances between functionals of Gaussian fields and normal random variables. Several applications are developed, including quantitative central limit theorems for nonlinear functionals of stationary Gaussian fields related to the Breuer–Major theorem, improving previous findings in the literature and obtaining presumably optimal rates of convergence. © 2019, Springer Science+Business Media, LLC, part of Springer Nature.

An improved second-order poincaré inequality for functionals of gaussian fields / Vidotto, A.. - In: JOURNAL OF THEORETICAL PROBABILITY. - ISSN 0894-9840. - 33:1(2020), pp. 396-427. [10.1007/s10959-019-00883-3]

An improved second-order poincaré inequality for functionals of gaussian fields

Vidotto A.
2020

Abstract

We present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (Probab Theory Relat Fields 143(1):1–40, 2009) and Nourdin et al. (J Funct Anal 257(2):593–609, 2009). These novel estimates are used in order to bound distributional distances between functionals of Gaussian fields and normal random variables. Several applications are developed, including quantitative central limit theorems for nonlinear functionals of stationary Gaussian fields related to the Breuer–Major theorem, improving previous findings in the literature and obtaining presumably optimal rates of convergence. © 2019, Springer Science+Business Media, LLC, part of Springer Nature.
2020
Central limit theorems; Functionals of Gaussian fields; Gaussian approximation; Isonormal Gaussian processes; Second-order Poincaré inequalities; Wigner matrices
01 Pubblicazione su rivista::01a Articolo in rivista
An improved second-order poincaré inequality for functionals of gaussian fields / Vidotto, A.. - In: JOURNAL OF THEORETICAL PROBABILITY. - ISSN 0894-9840. - 33:1(2020), pp. 396-427. [10.1007/s10959-019-00883-3]
File allegati a questo prodotto
File Dimensione Formato  
Vidotto_improved_2020.pdf

solo gestori archivio

Tipologia: Versione editoriale (versione pubblicata con il layout dell'editore)
Licenza: Tutti i diritti riservati (All rights reserved)
Dimensione 503.33 kB
Formato Adobe PDF
503.33 kB Adobe PDF   Contatta l'autore

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1741014
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 14
  • ???jsp.display-item.citation.isi??? 14
social impact