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<p>In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and a standard normal random variable. We apply our result to derive an upper bound for the Kolmogorov distance between a ratio of multiple stochastic integrals and a Gaussian random variable.</p>

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A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals

  • 期刊论文

  • 出版模式：

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  • 发表日期：

    2026年4月17日

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  • Khalifa Es-Sebaiy

摘要

In this paper we provide a new explicit bound on the total variation distance between a standardized partial sum of random variables belonging to a finite sum of Wiener chaoses and a standard normal random variable. We apply our result to derive an upper bound for the Kolmogorov distance between a ratio of multiple stochastic integrals and a Gaussian random variable.