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math.PR2006
Stable convergence of multiple Wiener-Itô integrals
Giovanni Peccati, Murad S. Taqqu
We prove sufficient conditions, ensuring that a sequence of multiple Wiener-Itô integrals (with respect to a general Gaussian process) converges stably to a mixture of normal distr…
math.PR2006★ 2 cited
Stable convergence of generalized stochastic integrals and the principle of conditioning: L^2 theory
Giovanni Peccati, Murad S. Taqqu
Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principl…