An improved complex fourth moment theorem

Huiping Chen; Yong Chen; Yong Liu

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arXiv · 2304.08088

An improved complex fourth moment theorem

Huiping Chen·Yong Chen·Yong Liu

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Abstract

For a series of univariate or multivariate complex multiple Wiener-It\^o integrals, we appreciably improve the previously known contractions condition of complex Fourth Moment Theorem (FMT) and present a fourth moment type Berry-Ess\'een bound under Wasserstein distance. Note that in some special cases of univariate complex multiple Wiener-It\^o integral, the Berry-Ess\'een bound we acquired is optimal. A remarkable fact is that the Berry-Ess\'een bound of multivariate complex multiple Wiener-It\^o integral is related to the partially order of the index of the complex multiple Wiener-It\^o integral, which has no real counterparts as far as we know. As an application, we explore the asymptotic property for the numerator of a ratio process which originates from the classical Chandler wobble model.

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Huiping Chen, Yong Chen, Yong Liu. 2023-04-17. An improved complex fourth moment theorem. https://arxiv.org/abs/2304.08088

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