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dc.contributor.authorNualart, David
dc.contributor.authorPeccati, Giovanni
dc.date.accessioned2015-03-10T16:56:33Z
dc.date.available2015-03-10T16:56:33Z
dc.date.issued2005-01-01
dc.identifier.citationNualart, 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.en_US
dc.identifier.urihttp://hdl.handle.net/1808/17028
dc.descriptionThis is the published version, also available here: http://dx.doi.org/10.1214/009117904000000621.en_US
dc.description.abstractWe 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.en_US
dc.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.subjectmultiple stochastic integralsen_US
dc.subjectBrownian motionen_US
dc.subjectweak convergenceen_US
dc.subjectfractional Brownian motionen_US
dc.subjectBrownian sheeten_US
dc.titleCentral limit theorems for sequences of multiple stochastic integralsen_US
dc.typeArticle
kusw.kuauthorNualart, David
kusw.kudepartmentMathematicsen_US
dc.identifier.doi10.1214/009117904000000621
kusw.oaversionScholarly/refereed, publisher version
kusw.oapolicyThis item meets KU Open Access policy criteria.
dc.rights.accessrightsopenAccess


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