Some limit theorems for rescaled Wick powers
Probability
2008-09-23 v1
Abstract
We establish the strong L2(P)-convergence of properly rescaled Wick powers as the power index tends to infinity. The explicit representation of such limit will also provide the convergence in distribution to normal and log-normal random variables. The proofs rely on some estimates for the L2(P)-norm of Wick products and on the properties of second quantization operators.
Cite
@article{arxiv.0809.3702,
title = {Some limit theorems for rescaled Wick powers},
author = {Alberto Lanconelli},
journal= {arXiv preprint arXiv:0809.3702},
year = {2008}
}
Comments
13 pages