Almost sure limit theorems on Wiener chaos: the non-central case

DOI10.1214/19-ECP212zbMath1412.60041arXiv1807.08642OpenAlexW2964144239MaRDI QIDQ2631803

Ivan Nourdin, Ehsan Azmoodeh

Publication date: 16 May 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.08642

zbMATH Keywords

fractional Brownian motionMalliavin calculuscharacteristic functionWiener chaosmultiple Wiener-Itô integralsHermite distributionalmost sure limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

Pathwise large deviations for white noise chaos expansions ⋮ On stationarity properties of generalized Hermite-type processes ⋮ Almost sure central limit theorems for stochastic wave equations ⋮ Almost sure central limit theorems in stochastic geometry ⋮ Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator

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