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Functional second-order Gaussian Poincaré inequalities (2506.13571v2)

Published 16 Jun 2025 in math.PR

Abstract: In this paper, we work in the framework of Hilbert-valued Wiener structures and derive a functional version of the second-order Gaussian Poincar\'e inequality that leads to abstract bounds for Gaussian process approximation in $d_2$ distance. Our abstract bounds are flexible and can be applied in various examples including functional Breuer-Major central limit theorems, shallow neural networks, and spatial statistics of SPDEs solutions.

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