University of Luxembourg

output

20032006

most citedCentral limit theorems for sequences of multiple stochastic integrals

461 citations

researchers with a paper here

Norbert Poncin3
Gabor Wiese2
Janusz Grabowski2
David Nualart1
Giovanni Peccati1
Ines Kath1
L. J. P. Kilford1
Martin Olbrich1
Mohsen Masmoudi1

collaborating institutions

Polish Academy of SciencesPL2 papers
Gesellschaft Fur Mathematik Und DatenverarbeitungDE1 paper
Institut Élie Cartan de LorraineFR1 paper
Institute of MathematicsPL1 paper
Laboratoire de Statistique Théorique et AppliquéeFR1 paper
Sorbonne UniversitéFR1 paper
Universitat de BarcelonaES1 paper
Université de LorraineFR1 paper
Université Paris CitéFR1 paper
University of BristolGB1 paper

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math.PR2005★ 461 cited

Central limit theorems for sequences of multiple stochastic integrals

David Nualart, Giovanni Peccati

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applic…