Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4592596 | Journal of Functional Analysis | 2009 | 17 Pages |
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