We present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (Probab Theory Relat Fields 143(1):1–40, 2009) and Nourdin et al. (J Funct Anal 257(2):593–609, 2009). These novel estimates are used in order to bound distributional distances between functionals of Gaussian fields and normal random variables. Several applications are developed, including quantitative central limit theorems for nonlinear functionals of stationary Gaussian fields related to the Breuer–Major theorem, improving previous findings in the literature and obtaining presumably optimal rates of convergence. © 2019, Springer Science+Business Media, LLC, part of Springer Nature.

An Improved Second-Order Poincaré Inequality for Functionals of Gaussian Fields

Vidotto A.
2020-01-01

Abstract

We present an improved version of the second-order Gaussian Poincaré inequality, first introduced in Chatterjee (Probab Theory Relat Fields 143(1):1–40, 2009) and Nourdin et al. (J Funct Anal 257(2):593–609, 2009). These novel estimates are used in order to bound distributional distances between functionals of Gaussian fields and normal random variables. Several applications are developed, including quantitative central limit theorems for nonlinear functionals of stationary Gaussian fields related to the Breuer–Major theorem, improving previous findings in the literature and obtaining presumably optimal rates of convergence. © 2019, Springer Science+Business Media, LLC, part of Springer Nature.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11564/738222
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