Gamma-to-cumulant conjecture for iterated Malliavin Gamma operators
Gamma-to-cumulant conjecture for iterated Malliavin Gamma operators
Let be the target random variable in the second Wiener chaos of the form referenced in the source, and let be a chaotic random variable in the th Wiener chaos, where . Let , , and denote the coefficients, iterated Malliavin Gamma operators, and discrepancy quantity used in the estimate. Gamma-to-cumulant conjecture. There exists a constant , possibly depending on and , such that
In the particular case and , so that for independent standard normal variables , this becomes
The conjecture seeks to control the iterated Gamma operators in the Kolmogorov-distance bound using finitely many cumulants; the source suggests that proving the displayed estimate would be a possible route, while no resolution is supplied.
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Sources & referencesView supporting material
Primary source
Ehsan Azmoodeh, Giovanni Peccati and Xiaochuan Yang, “Malliavin-Stein Method: a Survey of Recent Developments”, arXiv:1809.01912 (2021).
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