Gaussian limits for vector-valued multiple stochastic integrals

  title={Gaussian limits for vector-valued multiple stochastic integrals},
  author={G. Peccati},
We establish necessary and sufficient conditions for a sequence of d-dimensional vectors of multiple stochastic integrals Fd = ` F k 1 , ..., F k d ́ , k ≥ 1, to converge in distribution to a d-dimensional Gaussian vector Nd = (N1, ..., Nd). In particular, we show that if the covariance structure of F k d converges to that of Nd, then componentwise… CONTINUE READING



Citations per Year

142 Citations

Semantic Scholar estimates that this publication has 142 citations based on the available data.

See our FAQ for additional information.