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تسجيل مستخدم جديدSecond order Poincare inequalities and CLTs on Wiener space
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We prove infinite-dimensional second order Poincare inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Steins 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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