Author

Yong Chen

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Preprint Oct 2026

Optimal Gaussian approximation for complex Wiener-It\^o integrals

We study density regularity and optimal Gaussian approximation for complex multiple Wiener-It\^o integrals. We first give a kernel criterion for absolute continuity and derive explicit formulas for the density and its derivatives, together with finite-order Sobolev estimates. Our main quantitative result shows that the...

Hui-Ping Chen, Yong Chen, Yong Liu · 0 citations

Preprint Sep 2026

Optimal Sobolev Rate for Gaussian Density Approximation of Wiener Chaos Vectors

Let $(F_n)$ be a sequence of random vectors with identity covariance matrix whose components belong to the same fixed Wiener chaos, and assume that $F_n$ converges in law to a standard Gaussian vector. We prove that, for every integer $m\geq0$ and every $p\in[1,\infty]$, the optimal rate of convergence of the densities...

Hui-Ping Chen, Yong Chen, Yong Liu · 1 citation · ⚡1