Second order Poincaré inequalities and CLTs on Wiener space
نویسندگان
چکیده
We prove in nite-dimensional second order Poincaré inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian elds, Stein's method and Malliavin calculus. We provide two applications: (i) to a new second order characterization of CLTs on a xed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated elds.
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تاریخ انتشار 2010