Noncentral convergence of multiple integrals
Probability
2009-08-28 v3
Abstract
Fix , denote by a Gamma random variable with parameter and let be a fixed even integer. Consider a sequence of square integrable random variables belonging to the th Wiener chaos of a given Gaussian process and with variance converging to . As , we prove that converges in distribution to if and only if .
Keywords
Cite
@article{arxiv.0709.3903,
title = {Noncentral convergence of multiple integrals},
author = {Ivan Nourdin and Giovanni Peccati},
journal= {arXiv preprint arXiv:0709.3903},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.1214/08-AOP435 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)