David Nualart, Salvador Ortiz
Published 2007-03-08, updated 2007-03-09Version 2
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend our result to the multidimensional case and prove a weak convergence result for a sequence of square integrable random variables.
Central limit theorems for sequences of multiple stochastic integrals
Central Limit Theorems for Radial Random Walks on $p\times q$ Matrices for $p\to\infty$
Central limit theorems for hyperbolic spaces and Jacobi processes on $[0,\infty[$
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