On the fourth moment theorem for complex multiple Wiener–Itô integrals
Publication:2974265
DOI10.1142/S0219025717500059zbMath1361.60015arXiv1408.1817OpenAlexW3099751065MaRDI QIDQ2974265
No author found.
Publication date: 6 April 2017
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.1817
central limit theoremmultiple Wiener-Itô integralsfourth moment theoremcomplex Hermite polynomialsWiener-Itô chaos decompositioncomplex Gaussian isonormal process
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (5)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Absolute continuity and convergence of densities for random vectors on Wiener chaos
- Stein's method for invariant measures of diffusions via Malliavin calculus
- Yet another proof of the Nualart-Peccati criterion
- Chaos of a Markov operator and the fourth moment condition
- Stochastic analysis in discrete and continuous settings. With normal martingales.
- Noncentral convergence of multiple integrals
- Stein's method on Wiener chaos
- Multivariate normal approximation using Stein's method and Malliavin calculus
- Convergence in total variation on Wiener chaos
- On the eigenfunctions of the complex Ornstein-Uhlenbeck operators
- Introduction to stochastic integration.
- Convergence of densities of some functionals of Gaussian processes
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Fourth moment theorems for Markov diffusion generators
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Central limit theorems for sequences of multiple stochastic integrals
- Multiple Wiener integral
- Normal Approximations with Malliavin Calculus
- The Malliavin Calculus and Related Topics
- Gaussian Hilbert Spaces
This page was built for publication: On the fourth moment theorem for complex multiple Wiener–Itô integrals