In this paper, we establish an $L^2$ maximal inequality for partial sums of Gaussian-subordinated random variables. More precisely, let $f:\mathbb{R}\to\mathbb{R}$ belong to $L^2(\gamma)$ and have Hermite rank at least $d$, where $\gamma$ denotes the standard Gaussian measure. If the covariance matrix of the underlying...
We study centered Gamma approximation and a same-kernel Poisson--Gaussian invariance principle on fixed Poisson chaoses. For Gamma approximation, a martingale-core argument extends the carr\'e-du-champ and $d_2$ estimates of D\"obler and Peccati (Ann. Probab., 2018) from regular kernels to every fourth-integrable chaos...
For any finite family of Poisson multiple integrals and any finite $p\geq2$, we construct a common increasing filtration generated by finitely many exact Poisson counts such that the associated conditional expectations converge in $L^p$, remain in their original chaoses, and have bounded step kernels with finite-measur...
Guangqu Zheng· 1 citation· ⚡1
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