Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach

DOI10.1007/978-3-319-18585-9_16zbMath1337.60018arXiv1409.5551OpenAlexW1549410670MaRDI QIDQ2798587

Giovanni Peccati, Guillaume Poly, Ehsan Azmoodeh

Publication date: 13 April 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.5551

zbMATH Keywords

cumulantsMalliavin calculusconvergence in distributionchi-squared random variables

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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