تقرير
Berry-Ess\'een bound for complex Wiener-It\^{o} integral
| العنوان: | Berry-Ess\'een bound for complex Wiener-It\^{o} integral |
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| المؤلفون: | Chen, Huiping, Chen, Yong, Liu, Yong |
| سنة النشر: | 2024 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60F05, 60G15, 60H05 |
| الوصف: | For complex multiple Wiener-It\^{o} integral, we present Berry-Ess\'een upper and lower bounds in terms of moments and kernel contractions under the Wasserstein distance. As a corollary, we simplify the previously known contraction condition of the complex Fourth Moment Theorem. Additionally, as an application, we explore the optimal Berry-Ess\'een bound for a statistic associated with the complex-valued Ornstein-Uhlenbeck process. Comment: arXiv admin note: text overlap with arXiv:2304.08088 |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2407.05353 |
| رقم الأكسشن: | edsarx.2407.05353 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |