# Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach

@inproceedings{Azmoodeh2014ConvergenceTL,
title={Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach},
author={Ehsan Azmoodeh and Giovanni Peccati and Guillaume Poly},
year={2014}
}
• Published 2014
• Mathematics
We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared random variables, within the framework of random objects living on a fixed Gaussian space. Using a recent representation of cumulants in terms of the Malliavin calculus operators $$\Gamma _{i}$$ (introduced by Nourdin and Peccati, J. Appl. Funct. Anal. 258(11), 3775–3791, 2010), we provide conditions that apply to random… Expand
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