A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals
Abstract
In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and a standard normal random variable. We apply our result to derive an upper bound for the Kolmogorov distance between a ratio of multiple stochastic integrals and a Gaussian random variable.
Fields of Study & Subjects
Advanced Thermodynamics and Statistical Mechanics
Gene Regulatory Network Analysis
Scientific Research and Discoveries
Publication details
- Journal / source
- Journal of Inequalities and Applications
- Publisher
- Springer Science and Business Media LLC
- Volume
- 2026
- Issue
- 1
- Publication date
- 17 April 2026
- Language
- EN