Invariance principles for homogeneous sums: universality of Gaussian Wiener chaos
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Publication:1958464
DOI10.1214/10-AOP531zbMath1246.60039arXiv0904.1153WikidataQ57747941 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
Malliavin calculus; central limit theorems; Wiener chaos; chi-squared limit theorems; polynomial homogeneous sums
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60H07: Stochastic calculus of variations and the Malliavin calculus
60F17: Functional limit theorems; invariance principles
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