Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem
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Publication:5963426
DOI10.1016/j.jfa.2016.01.002zbMath1334.60032arXiv1410.7964MaRDI QIDQ5963426
Matthias Schulte, Christoph Thäle
Publication date: 19 February 2016
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.7964
cumulants; fractional Brownian motion; Brownian sheet; large deviations; moderate deviations; Wiener chaos; fourth moment theorem; Gaussian random field; isonormal Gaussian process
60G60: Random fields
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60F10: Large deviations
60H05: Stochastic integrals
60F99: Limit theorems in probability theory
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