$L^p$ maximal inequalities for Gaussian subordination with applications to Breuer--Major--Donsker principles

In this paper, we establish an $L^2$ maximal inequality for partial sums of Gaussian-subordinated random variables. More precisely, let $f:\mathbb{R}\to \mathbb{R}$ belong to $L^2(\gamma )$ and have Hermite rank at least $d$, where $\gamma$ denotes the standard Gaussian measure. If the covariance matrix of the underlying Gaussian family, with standard normal marginals, satisfies a uniform $d$th-power row bound $K$, then the $L^2$ norm of the maximal partial sum is bounded by $C_{d,K}\sqrt{n}\mathrm{\parallel }f{\mathrm{\parallel }}_{L^2(\gamma )}$. The constant $C_{d,K}$ is independent of $(f,n)$ and depends on the covariance structure only through $K$. As a consequence, our $L^2$ maximal inequality controls Hermite tails uniformly in the path norm. In discrete time, this yields the Breuer–Major–Donsker principle under the sole finite-variance assumption, removing both the additional $L^{2+}$-integrability assumption of Nourdin and Nualart (Probab. Theory Related Fields, 2020) and the prediction-theoretic or decimation assumptions of Mansanarez, Poly, and Zheng (arXiv:2607.11469). In continuous time, we likewise obtain the Breuer–Major–Donsker principle under finite variance alone, removing the additional moment assumption of Campese, Nourdin, and Nualart (Ann. Probab., 2020). For the nonstationary self-similar setting considered there, we remove the same extra moment assumption in the subcritical regime, while a separate leading-chaos argument yields the corresponding logarithmically normalized critical limit. [Abstract shorten to meet arXiv requirement]