Central limit theorems for double Poisson integrals
From MaRDI portal
Publication:1002551
DOI10.3150/08-BEJ123zbMath1165.60014arXiv0810.4432OpenAlexW2063833057MaRDI QIDQ1002551
Giovanni Peccati, Murad S. Taqqu
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0810.4432
weak convergencecentral limit theoremsmultiple stochastic integralsPoisson measuresdoubly stochastic integrals
Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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