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math.PR2011★ 58 cited
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
Ivan Nourdin, Jan Rosiński
We characterize the asymptotic independence between blocks consisting of multiple Wiener-Itô integrals. As a consequence of this characterization, we derive the celebrated fourth m…
math.PR2011★ 14 cited
On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes
Andreas Basse-O'Connor, Jan Rosiński
Let be independent random elements in the Skorohod space of càdlàg functions taking values in a separable Banach space . Let . We show th…