{
  "id": "1408.1817",
  "version": "v1",
  "published": "2014-08-08T11:05:52.000Z",
  "updated": "2014-08-08T11:05:52.000Z",
  "title": "On the fourth moment theorem for the complex multiple Wiener-Itô integrals",
  "authors": [
    "Yong Chen",
    "Yong Liu"
  ],
  "comment": "29 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, a product formula of Hermite polynomials is given and then the relation between the real Wiener-It\\^{o} chaos and the complex Wiener-It\\^{o} chaos (or: multiple integrals) is shown. By this relation and the known multivariate extension of the fourth moment theorem for the real multiple integrals, the fourth moment theorem (or say: the Nualart-Peccati criterion) for the complex Wiener-It\\^{o} multiple integrals is obtained.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-08-08T11:05:52.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60H05",
      "60H07",
      "60G15"
    ],
    "keywords": [
      "fourth moment theorem",
      "complex multiple",
      "real multiple integrals",
      "hermite polynomials",
      "product formula"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 29,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1408.1817C"
    }
  }
}