Four moments theorems on Markov chaos

DOI10.1214/18-AOP1287zbMath1466.60041arXiv1802.06092OpenAlexW2964152412WikidataQ102070177 ScholiaQ102070177MaRDI QIDQ2421819

Solesne Bourguin, Murad S. Taqqu, Simon Campese, Nikolai N. Leonenko

Publication date: 18 June 2019

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.06092

zbMATH Keywords

Stein's methodMarkov operatorlimit theoremsdiffusion generatorPearson distributionsgamma calculus

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Transition functions, generators and resolvents (60J35) Markov processes (60J99)

Related Items (4)

Normal approximation when a chaos grade is greater than two ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials ⋮ Approximation of Hilbert-valued gaussians on Dirichlet structures

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stein's method for invariant measures of diffusions via Malliavin calculus
• Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
• Dirichlet forms and symmetric Markov processes.
• Chaos of a Markov operator and the fourth moment condition
• Noncentral convergence of multiple integrals
• Stein's method on Wiener chaos
• Dirichlet forms and analysis on Wiener space
• Diffusion-type models with given marginal distribution and autocorrelation function
• Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter
• Fourth moment theorems for Markov diffusion generators
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Real Analysis and Probability
• Analysis and Geometry of Markov Diffusion Operators
• The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
• Symmetric Diffusions with Polynomial Eigenvectors

This page was built for publication: Four moments theorems on Markov chaos