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Central limit theorems for sequences of multiple stochastic integrals
dc.contributor.author | Nualart, David | |
dc.contributor.author | Peccati, Giovanni | |
dc.date.accessioned | 2015-03-10T16:56:33Z | |
dc.date.available | 2015-03-10T16:56:33Z | |
dc.date.issued | 2005-01-01 | |
dc.identifier.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. | en_US |
dc.identifier.uri | http://hdl.handle.net/1808/17028 | |
dc.description | This is the published version, also available here: http://dx.doi.org/10.1214/009117904000000621. | en_US |
dc.description.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. | en_US |
dc.publisher | Institute of Mathematical Statistics (IMS) | en_US |
dc.subject | multiple stochastic integrals | en_US |
dc.subject | Brownian motion | en_US |
dc.subject | weak convergence | en_US |
dc.subject | fractional Brownian motion | en_US |
dc.subject | Brownian sheet | en_US |
dc.title | Central limit theorems for sequences of multiple stochastic integrals | en_US |
dc.type | Article | |
kusw.kuauthor | Nualart, David | |
kusw.kudepartment | Mathematics | en_US |
dc.identifier.doi | 10.1214/009117904000000621 | |
kusw.oaversion | Scholarly/refereed, publisher version | |
kusw.oapolicy | This item meets KU Open Access policy criteria. | |
dc.rights.accessrights | openAccess |