arXiv:0809.3702 [math.PR]AbstractReferencesReviewsResources
Some limit theorems for rescaled Wick powers
Published 2008-09-22Version 1
We establish the strong L2(P)-convergence of properly rescaled Wick powers as the power index tends to infinity. The explicit representation of such limit will also provide the convergence in distribution to normal and log-normal random variables. The proofs rely on some estimates for the L2(P)-norm of Wick products and on the properties of second quantization operators.
Comments: 13 pages
Categories: math.PR
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