Product Formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals
Probability
2016-10-26 v2
Abstract
We present the product formula for complex multiple Wiener-Ito integrals. As applications, we show the Ustunel-Zakai independent criterion, the Nourdin-Rosinski asymptotic moment-independent criterion and joint convergence criterion for complex multiple Wiener-Ito integrals.
Keywords
Cite
@article{arxiv.1412.1877,
title = {Product Formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals},
author = {Yong Chen},
journal= {arXiv preprint arXiv:1412.1877},
year = {2016}
}
Comments
13 pages