Two-sided total variation estimate for centered Gamma approximation in the second Wiener chaos
Two-sided total variation estimate for centered Gamma approximation in the second Wiener chaos
Let , and let belong to the second Wiener chaos with
Let . Two-sided total variation conjecture. There exist constants such that
Here is the quantity defined in the paper. The conjecture proposes a sharp two-sided comparison between total variation distance and this second-chaos error quantity for every .
Sources & referencesView supporting material
Primary source
Ehsan Azmoodeh, Peter Eichelsbacher and Lukas Knichel, “On the Rate of Convergence to a Gamma Distribution on Wiener Space”, arXiv:1806.03878 (2018).
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