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Mathematics

Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants

Hermine Biermé, Aline Bonami, Ivan Nourdin, Giovanni Peccati

2011.9.7ALEA-Latin American Journal of Probability and Mathematical Statistics

Abstract

Let fFn : n > 1g be a normalized sequence of random variables in some fixed Wiener chaos associated with a general Gaussian field, and assume that E(F 4

Citation format

BIERMÉ, Hermine, et al. Optimal berry-esseen rates on the wiener space: The barrier of third and fourth cumulants [preprint]. arXiv, 2011. arXiv:1109.1546.