{
  "id": "math/0703240",
  "version": "v2",
  "published": "2007-03-08T20:43:35.000Z",
  "updated": "2007-03-09T15:39:47.000Z",
  "title": "Central limit theorems for multiple stochastic integrals and Malliavin calculus",
  "authors": [
    "David Nualart",
    "Salvador Ortiz"
  ],
  "comment": "16 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2007-03-09T15:39:47.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F05",
      "60G15"
    ],
    "keywords": [
      "multiple stochastic integrals",
      "central limit theorems",
      "malliavin calculus",
      "square integrable random variables",
      "weak convergence result"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 16,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007math......3240N"
    }
  }
}