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  • 标题:Multivariate Gaussian approximations on Markov chaoses
  • 本地全文:下载
  • 作者:Simon Campese ; Ivan Nourdin ; Giovanni Peccati
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2016
  • 卷号:21
  • DOI:10.1214/16-ECP4615
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional Ornstein-Uhlenbeck generator case, another moment-type condition is required to imply joint convergence of of a given sequence of vectors.
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