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A note on the Moment of Complex Wiener-Ito Integrals

Probability 2017-06-20 v1

Abstract

For a sequence of complex Wiener-Ito multiple integrals, the equivalence between the convergence of the symmetrized contraction norms and that of the non-symmetrized contraction norms is shown directly by means of a new version of complex Mallivian calculus using the Wirtinger derivatives of complex-valued functions.

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Cite

@article{arxiv.1706.06032,
  title  = {A note on the Moment of Complex Wiener-Ito Integrals},
  author = {Yong Chen and Guo Jiang},
  journal= {arXiv preprint arXiv:1706.06032},
  year   = {2017}
}

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8 pages