Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos

DOI10.1214/10-AOP531zbMath1246.60039arXiv0904.1153OpenAlexW2106466894WikidataQ57747941 ScholiaQ57747941MaRDI QIDQ1958464

Giovanni Peccati, Ivan Nourdin, Gesine D. Reinert

Publication date: 29 September 2010

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

Full work available at URL: https://arxiv.org/abs/0904.1153

zbMATH Keywords

Malliavin calculuscentral limit theoremsWiener chaoschi-squared limit theoremspolynomial homogeneous sums

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)

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