Noncentral convergence of multiple integrals

DOI10.1214/08-AOP435zbMath1171.60323arXiv0709.3903OpenAlexW1981090302MaRDI QIDQ838003

Ivan Nourdin, Giovanni Peccati

Publication date: 21 August 2009

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.3903

zbMATH Keywords

weak convergenceGaussian processesmultiple stochastic integralsnoncentral limit theoremsmalliavin calculus

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites Work

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• Multiple Wiener-Ito integrals. With applications to limit theorems
• Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• The Malliavin Calculus and Related Topics
• CLT and other limit theorems for functionals of Gaussian processes
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Gaussian Hilbert Spaces

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