Cumulants on Wiener chaos: moderate deviations and the fourth moment theorem

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

zbMATH Keywords

cumulants; fractional Brownian motion; Brownian sheet; large deviations; moderate deviations; Wiener chaos; fourth moment theorem; Gaussian random field; isonormal Gaussian process

Mathematics Subject Classification ID

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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