Stable convergence of multiple Wiener--Itô integrals

DOI10.1007/s10959-008-0154-xzbMath1157.60050arXivmath/0604530OpenAlexW1973361766MaRDI QIDQ939135

Giovanni Peccati, Murad S. Taqqu

Publication date: 21 August 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0604530

zbMATH Keywords

Gaussian processesStable convergenceMultiple Wiener-Itô integralsProjection operators

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Random measures (60G57)

Related Items (10)

Quantitative stable limit theorems on the Wiener space ⋮ Group representations and high-resolution central limit theorems for subordinated spherical random fields ⋮ Central limit theorems for multiple stochastic integrals and Malliavin calculus ⋮ Central limit theorems for multiple Skorokhod integrals ⋮ Asymptotic expansion of Skorohod integrals ⋮ Fluctuation theorems for synchronization of interacting Pólya's urns ⋮ Central limit theorems for double Poisson integrals ⋮ An improved second-order Poincaré inequality for functionals of Gaussian fields ⋮ Weak convergence on Wiener space: targeting the first two chaoses ⋮ Limit theorems for singular Skorohod integrals

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