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arxiv: 1305.1527 · v1 · pith:TVXZQ7HYnew · submitted 2013-05-07 · 🧮 math.PR

The optimal fourth moment theorem

classification 🧮 math.PR
keywords fourththeoremmomentrandomsequenceassociatedbreuer-majorcentral
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We compute the exact rates of convergence in total variation associated with the 'fourth moment theorem' by Nualart and Peccati (2005), stating that a sequence of random variables living in a fixed Wiener chaos verifies a central limit theorem (CLT) if and only if the sequence of the corresponding fourth cumulants converges to zero. We also provide an explicit illustration based on the Breuer-Major CLT for Gaussian-subordinated random sequences.

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