Stable convergence of multiple Wiener-Itô integrals

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dc.creatorPeccati, Giovanni
dc.creatorTaqqu, Murad S.
dc.date2006-04-25
dc.date.accessioned2026-07-07T07:39:41Z
dc.date.available2026-07-07T07:39:41Z
dc.descriptionWe prove sufficient conditions, ensuring that a sequence of multiple Wiener-Itô integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distributions. Our key tool is an asymptotic decomposition of contraction kernels, realized by means of increasing families of projection operators. We also use an infinite-dimensional Clark-Ocone formula, as well as a version of the correspondence between "abstract" and "concrete" filtered Wiener spaces, in a spirit similar to Üstünel and Zakai (1997).
dc.description31 pages
dc.identifierhttps://arxiv.org/abs/math/0604530
dc.identifierhttp://arxiv.org/abs/math/0604530
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121540
dc.subjectProbability
dc.subject60G60, 60G57, 60F05, 60H05, 60H07
dc.titleStable convergence of multiple Wiener-Itô integrals
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