多重随机积分序列的中心极限定理
概率论
2007-05-23 v1
摘要
我们刻画了方差收敛到1的定阶多重随机积分序列依分布收敛到标准正态律的条件。给出了一些应用，特别是用于研究高斯过程二次泛函的极限行为。
引用
@article{arxiv.math/0503598,
title = {Central limit theorems for sequences of multiple stochastic integrals},
author = {David Nualart and Giovanni Peccati},
journal= {arXiv preprint arXiv:math/0503598},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/009117904000000621 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)