Some limit theorems for rescaled Wick powers

  • Alberto Lanconelli
  • Published 2008

Abstract

We establish the strong L2(P)-convergence of properly rescaled Wick powers as the power index tends to infinity. The explicit representation of such limit will also provide the convergence in distribution to normal and log-normal random variables. The proofs rely on some estimates for the L2(P)-norm of Wick products and on the properties of second quantization operators.

Cite this paper

@inproceedings{Lanconelli2008SomeLT, title={Some limit theorems for rescaled Wick powers}, author={Alberto Lanconelli}, year={2008} }