Papers
Topics
Authors
Recent
Search
2000 character limit reached

An improved complex fourth moment theorem

Published 17 Apr 2023 in math.PR | (2304.08088v1)

Abstract: For a series of univariate or multivariate complex multiple Wiener-It^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een bound under Wasserstein distance. Note that in some special cases of univariate complex multiple Wiener-It^o integral, the Berry-Ess\'een bound we acquired is optimal. A remarkable fact is that the Berry-Ess\'een bound of multivariate complex multiple Wiener-It^o integral is related to the partially order of the index of the complex multiple Wiener-It^o integral, which has no real counterparts as far as we know. As an application, we explore the asymptotic property for the numerator of a ratio process which originates from the classical Chandler wobble model.

Summary

Paper to Video (Beta)

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (3)

Collections

Sign up for free to add this paper to one or more collections.