Central limit theorems for non-linear functionals of Gaussian fields via Wiener chaos decomposition
Fabio Coppini, Wioletta M. Ruszel

TL;DR
This paper establishes a Central Limit Theorem for non-linear functionals of Gaussian fields on lattices, using Wiener chaos decomposition, and applies it to powers of the Gaussian Free Field, revealing convergence behaviors.
Contribution
It introduces new CLT results for lattice Gaussian fields using Wiener chaos, including applications to Gaussian Free Field powers, with explicit covariance characterizations.
Findings
Even powers of the Gaussian Free Field converge to Gaussian white noise.
Odd powers of the Gaussian Free Field converge to a Gaussian Free Field with explicit covariance.
The application of Wiener chaos to lattice Gaussian fields is novel.
Abstract
We review and present some known results for non-linear functionals of Gaussian variables in the context of discrete Gaussian fields defined on the dimensional lattice. Our main result is a Central Limit Theorem in the spirit of the classical Breuer-Major theorem, together with applications to the powers of the Gaussian Free Field. Notably, we show that even powers of the discrete Gaussian Free Field converge to the Gaussian white noise, while odd powers converge to a continuous Gaussian Free Field with explicit covariance. The proofs are based on the Wiener chaos decomposition and the fourth moment theorem (Nualart-Peccati, 2005), and include a tightness result. Even if these tools are well-known in the literature, their application to Gaussian fields on the lattice appears to be new.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Random Matrices and Applications
