Berry-Esséen bound for complex Wiener-Itô integral
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866914860998066176 |
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| author | Chen, Huiping Chen, Yong Liu, Yong |
| author_facet | Chen, Huiping Chen, Yong Liu, Yong |
| contents | For complex multiple Wiener-Itô integral, we present Berry-Esséen 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-Esséen bound for a statistic associated with the complex-valued Ornstein-Uhlenbeck process. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_05353 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Berry-Esséen bound for complex Wiener-Itô integral Chen, Huiping Chen, Yong Liu, Yong Probability 60F05, 60G15, 60H05 For complex multiple Wiener-Itô integral, we present Berry-Esséen 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-Esséen bound for a statistic associated with the complex-valued Ornstein-Uhlenbeck process. |
| title | Berry-Esséen bound for complex Wiener-Itô integral |
| topic | Probability 60F05, 60G15, 60H05 |
| url | https://arxiv.org/abs/2407.05353 |