Central limit theorems for sequences of multiple stochastic integrals

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We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting behavior of quadratic functionals of Gaussian processes.
Published at http://dx.doi.org/10.1214/009117904000000621 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Probability, 60F05, 60H05. (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/74677

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0503598
 http://arxiv.org/abs/math/0503598
 Annals of Probability 2005, Vol. 33, No. 1, 177-193
 doi:10.1214/009117904000000621

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arXiv