University of Luxembourg

output

20022015

most citedCentral limit theorems for sequences of multiple stochastic integrals

461 citations

researchers with a paper here

J. Marichal11 · h 35
N. Poncin11 · h 16
Matthias R. Brust9 · h 21
S. Rothkugel9 · h 14
Christoph Schommer6 · h 9
Miguel Couceiro2 profiles6 · h 21
G. Peccati5 · h 37
J. Grabowski2 profiles5 · h 35
M. Hilker5 · h 52
Björn Ottersten4
B. Ottersten4 · h 85
G. Wiese4 · h 14

collaborating institutions

Interdisciplinary Centre for Security, Reliability and TrustLU7 papers
Université de LorraineFR6 papers
Centre National de la Recherche ScientifiqueFR4 papers
Institut national de recherche en sciences et technologies du numériqueFR4 papers
Recherches Scientifiques LuxembourgLU4 papers
ETH ZurichCH3 papers
Institut de Recherche en Informatique et Systèmes AléatoiresFR3 papers
Institut Élie Cartan de LorraineFR3 papers
Polish Academy of SciencesPL3 papers
Sorbonne UniversitéFR3 papers
Technische Universität BerlinDE3 papers
Centre Inria de l'Université de LilleFR2 papers

Showing 2005 · math.PRShow all

1 paper · 2 filters

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…