Noncentral convergence of multiple integrals
From MaRDI portal
Publication:838003
DOI10.1214/08-AOP435zbMath1171.60323arXiv0709.3903OpenAlexW1981090302MaRDI QIDQ838003
Ivan Nourdin, Giovanni Peccati
Publication date: 21 August 2009
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.3903
weak convergenceGaussian processesmultiple stochastic integralsnoncentral limit theoremsmalliavin calculus
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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