Central limit theorems for sequences of multiple stochastic integrals

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dc.creatorNualart, David
dc.creatorPeccati, Giovanni
dc.date2005-03-25
dc.date.accessioned2026-07-07T05:18:29Z
dc.date.available2026-07-07T05:18:29Z
dc.descriptionWe 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/math/0503598
dc.identifierhttp://arxiv.org/abs/math/0503598
dc.identifierAnnals of Probability 2005, Vol. 33, No. 1, 177-193
dc.identifierdoi:10.1214/009117904000000621
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74677
dc.subjectProbability
dc.subject60F05, 60H05. (Primary)
dc.titleCentral limit theorems for sequences of multiple stochastic integrals
dc.typetext

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