2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/74677We 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)Probability60F05, 60H05. (Primary)Central limit theorems for sequences of multiple stochastic integralstext