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arXiv · 2509.03065

Mathematical research with GPT-5: a Malliavin-Stein experiment

Charles-Philippe Diez·Luis da Maia·Ivan Nourdin
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Abstract

On August 20, 2025, GPT-5 was reported to have solved an open problem in convex optimization. Motivated by this episode, we conducted a controlled experiment in the Malliavin--Stein framework for central limit theorems. Our objective was to assess whether GPT-5 could go beyond known results by extending a \emph{qualitative} fourth-moment theorem to a \emph{quantitative} formulation with explicit convergence rates, both in the Gaussian and in the Poisson settings. To the best of our knowledge, the derivation of such quantitative rates had remained an open problem, in the sense that it had never been addressed in the existing literature. The present paper documents this experiment, presents the results obtained, and discusses their broader implications.

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Charles-Philippe Diez, Luis da Maia, Ivan Nourdin. 2025-09-03. Mathematical research with GPT-5: a Malliavin-Stein experiment. https://arxiv.org/abs/2509.03065

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