Noncentral convergence of multiple integrals

Abstract: Fix

u > 0

, denote by

G (u / 2)

a Gamma random variable with parameter

u / 2

and let

n g e q 2

be a fixed even integer. Consider a sequence

{F_{k}}_{k g e q 1}

of square integrable random variables belonging to the

n

th Wiener chaos of a given Gaussian process and with variance converging to

2 u

. As

k o i n f t y

, we prove that

F_{k}

converges in distribution to

2 G (u / 2) - u

if and only if

E (F_{k}^{4}) - 12 E (F_{k}^{3}) o 12 u^{2} - 48 u

.

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