Two-sided total variation estimate for centered Gamma approximation in the second Wiener chaos

Let ν>0\nu>0, and let F=I2(f)F=I_2(f) belong to the second Wiener chaos with

E[F2]=2ν.\mathbb{E}[F^2]=2\nu.

Let G(ν)CenteredGamma(ν)G(\nu)\sim\operatorname{CenteredGamma}(\nu). Two-sided total variation conjecture. There exist constants 0<C1<C20<C_1<C_2 such that

C1M(F)dTV(F,G(ν))C2M(F).C_1\mathbf{M}(F)\leq d_{TV}(F,G(\nu))\leq C_2\mathbf{M}(F).

Here M(F)\mathbf{M}(F) 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 ν>0\nu>0.

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).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.