{
  "id": "math/0503598",
  "version": "v1",
  "published": "2005-03-25T14:01:42.000Z",
  "updated": "2005-03-25T14:01:42.000Z",
  "title": "Central limit theorems for sequences of multiple stochastic integrals",
  "authors": [
    "David Nualart",
    "Giovanni Peccati"
  ],
  "comment": "Published at http://dx.doi.org/10.1214/009117904000000621 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)",
  "journal": "Annals of Probability 2005, Vol. 33, No. 1, 177-193",
  "doi": "10.1214/009117904000000621",
  "categories": [
    "math.PR"
  ],
  "abstract": "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 applications are given, in particular to study the limiting behavior of quadratic functionals of Gaussian processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2005-03-25T14:01:42.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60H05"
    ],
    "keywords": [
      "multiple stochastic integrals",
      "central limit theorems",
      "standard normal law",
      "quadratic functionals",
      "gaussian processes"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2005math......3598N"
    }
  }
}