Strong asymptotic independence on Wiener chaos

For instance, it is a well-known fact (see [14, Section 3]) that non-zero random variables living inside a xed Wiener chaos of order q > 3 are not necessarily moment-determinate,

In particular, we show that chaotic random variables enjoy the following form of universality: (a) the normal and chi-square approximations of any homogenous sum can be com-

Abstrat: We ombine Malliavin alulus with Stein's method, in order to derive expliit bounds.. in the Gaussian and Gamma approximations of random variables in a xed Wiener haos of

The algorithm is based on five types of approximations: Picard’s iterations, a Wiener chaos expansion up to a finite order, the truncation of an L 2 (0, T ) basis in order to

On constate en effet que dans le cas d’un bruit ayant une dépendance spatiale, la taille des chaos nécessaire à l’obtention de bons résultats était plus élevée que dans le

The purpose of this section is to extend a result by Kusuoka [8] on the characteriza- tion of the absolute continuity of a vector whose components are finite sums of multiple

In particular, we show that chaotic random variables enjoy the following form of universality: (a) the normal and chi-square approximations of any homogenous sum can be

In the general case (i.e. for a terminal condition which is not necessarily Markovian), Briand and Labart [7] have proposed a forward scheme based on Wiener chaos expansion and