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arxiv: 0811.4485 · v2 · submitted 2008-11-27 · 🧮 math.PR

Second order Poincar\'e inequalities and CLTs on Wiener space

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keywords ordersecondwienercltsfieldsfunctionalsinequalitiespoincar
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We prove infinite-dimensional second order Poincar\'e inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Stein's method and Malliavin calculus. We provide two applications: (i) to a new "second order" characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.

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