Central limit theorems for sequences of multiple stochastic integrals

Nualart, David; Peccati, Giovanni

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Issue Date

2005-01-01

Author

Nualart, David

Peccati, Giovanni

Publisher

Institute of Mathematical Statistics (IMS)

Type

Article

Article Version

Scholarly/refereed, publisher version

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Abstract

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.

Description

This is the published version, also available here: http://dx.doi.org/10.1214/009117904000000621.

Citation

Nualart, David; Peccati, Giovanni. Central limit theorems for sequences of multiple stochastic integrals. Ann. Probab. 33 (2005), no. 1, 177--193. http://dx.doi.org/10.1214/009117904000000621.

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