Yet another proof of the Nualart-Peccati criterion

DOI10.1214/ECP.v16-1642zbMath1253.60068arXiv1107.3252OpenAlexW2152735716MaRDI QIDQ428677

Ivan Nourdin

Publication date: 22 June 2012

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

Full work available at URL: https://arxiv.org/abs/1107.3252

zbMATH Keywords

Brownian motionfree Brownian motionmultiple Wiener-Itô integralsNualart-Peccati criterionmultiple Wigner integralsproduct formula

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

Poisson approximations on the free Wigner chaos ⋮ On the fourth moment theorem for complex multiple Wiener–Itô integrals ⋮ Invariance principles for homogeneous sums of free random variables ⋮ Fourth moment theorems for Markov diffusion generators ⋮ Semicircular limits on the free Poisson chaos: counterexamples to a transfer principle

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