Some limit theorems for rescaled Wick powers

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dc.creatorLanconelli, Alberto
dc.date2008-09-22
dc.date.accessioned2026-07-07T10:04:25Z
dc.date.available2026-07-07T10:04:25Z
dc.descriptionWe establish the strong L2(P)-convergence of properly rescaled Wick powers as the power index tends to infinity. The explicit representation of such limit will also provide the convergence in distribution to normal and log-normal random variables. The proofs rely on some estimates for the L2(P)-norm of Wick products and on the properties of second quantization operators.
dc.description13 pages
dc.identifierhttps://arxiv.org/abs/0809.3702
dc.identifierhttp://arxiv.org/abs/0809.3702
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/169670
dc.subjectProbability
dc.subject60H40; 60F25; 60H15
dc.titleSome limit theorems for rescaled Wick powers
dc.typetext

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