Berry-Ess\'een bound for complex Wiener-It\^{o} integral
| Autor: | Chen, Huiping, Chen, Yong, Liu, Yong |
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| Rok vydání: | 2024 |
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| Druh dokumentu: | Working Paper |
| Popis: | For complex multiple Wiener-It\^{o} integral, we present Berry-Ess\'een 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-Ess\'een bound for a statistic associated with the complex-valued Ornstein-Uhlenbeck process. Comment: arXiv admin note: text overlap with arXiv:2304.08088 |
| Databáze: | arXiv |
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