Generalizations of the fourth moment theorem
Abstract:
Azmoodeh {et al.} established a criterion regarding convergence of
the and 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 and even
moment, (ii) the convergence of the and even moments.
2010 AMS Mathematics Subject Classification: Primary 60F05; Secondary 33C45, 60H07.
Keywords and phrases: the fourth moment theorem, Nualart--Peccati criterion, central convergence,
Wiener chaos.