Article ID Journal Published Year Pages File Type
4592596 Journal of Functional Analysis 2009 17 Pages PDF
Abstract

We prove infinite-dimensional second order Poincaré inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Stein's method and Malliavin calculus. We provide two applications: (i) to a new “second order” characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.

Related Topics
Physical Sciences and Engineering Mathematics Algebra and Number Theory