{"title":"Generalizations of the fourth moment theorem","authors":"Nobuaki Naganuma","doi":"10.37190/0208-4147.00060","DOIUrl":null,"url":null,"abstract":". Azmoodeh et al. established a criterion regarding convergence of the second and other even moments of random variables in a Wiener chaos with fixed order guaranteeing the central convergence of the random variables. This was a major step in studies of the fourth moment theorem. In this paper, we provide further generalizations of the fourth moment theorem by building on their ideas. More precisely, further criteria implying central convergence are provided: (i) the convergence of the fourth and any other even moment, (ii) the convergence of the sixth and some other even moments.","PeriodicalId":48996,"journal":{"name":"Probability and Mathematical Statistics-Poland","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability and Mathematical Statistics-Poland","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.37190/0208-4147.00060","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
. Azmoodeh et al. established a criterion regarding convergence of the second and other even moments of random variables in a Wiener chaos with fixed order guaranteeing the central convergence of the random variables. This was a major step in studies of the fourth moment theorem. In this paper, we provide further generalizations of the fourth moment theorem by building on their ideas. More precisely, further criteria implying central convergence are provided: (i) the convergence of the fourth and any other even moment, (ii) the convergence of the sixth and some other even moments.
期刊介绍:
PROBABILITY AND MATHEMATICAL STATISTICS is published by the Kazimierz Urbanik Center for Probability and Mathematical Statistics, and is sponsored jointly by the Faculty of Mathematics and Computer Science of University of Wrocław and the Faculty of Pure and Applied Mathematics of Wrocław University of Science and Technology. The purpose of the journal is to publish original contributions to the theory of probability and mathematical statistics.