This is the published version, also available here: http://dx.doi.org/10.1214/009117904000000621.We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting behavior of quadratic functionals of Gaussian processes
Motivated by second order asymptotic results, we characterize the convergence in law of double integ...
AbstractWe study the convergence to the multiple Wiener–Itô integral from processes with absolutely ...
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...
We characterize the convergence in distribution to a standard normal law for a sequence of multiple ...
14 pages. To appear in The Annals of Probability.Fix ν>0, denote by G(v/2) a Gamma random variable w...
32 pages; major changes in Sections 4 and 5In this paper, we prove a central limit theorem for a seq...
The aim of this thesis is to study and show, as described in the works of Nualart, that a sequence o...
AbstractWe give a new characterization for the convergence in distribution to a standard normal law ...
This dissertation provides new insights into central limit theorems for multiple stochastic integral...
In this paper, we study almost sure entral limit theorems for multiple stohasti integrals and provi...
AbstractIn this paper, we study almost sure central limit theorems for sequences of functionals of g...
International audienceWe construct a family $I_{n_{\eps}}(f)_{t}$ of continuous stochastic processes...
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...
Title changed. Major changes: results improved. 24 pagesInternational audienceIn this paper, we stud...
Motivated by second order asymptotic results, we characterize the convergence in law of double integ...
AbstractWe study the convergence to the multiple Wiener–Itô integral from processes with absolutely ...
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...
We characterize the convergence in distribution to a standard normal law for a sequence of multiple ...
14 pages. To appear in The Annals of Probability.Fix ν>0, denote by G(v/2) a Gamma random variable w...
32 pages; major changes in Sections 4 and 5In this paper, we prove a central limit theorem for a seq...
The aim of this thesis is to study and show, as described in the works of Nualart, that a sequence o...
AbstractWe give a new characterization for the convergence in distribution to a standard normal law ...
This dissertation provides new insights into central limit theorems for multiple stochastic integral...
In this paper, we study almost sure entral limit theorems for multiple stohasti integrals and provi...
AbstractIn this paper, we study almost sure central limit theorems for sequences of functionals of g...
International audienceWe construct a family $I_{n_{\eps}}(f)_{t}$ of continuous stochastic processes...
This is the publisher's version, also available electronically from http://projecteuclid.org/euclid....
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...
Title changed. Major changes: results improved. 24 pagesInternational audienceIn this paper, we stud...
Motivated by second order asymptotic results, we characterize the convergence in law of double integ...
AbstractWe study the convergence to the multiple Wiener–Itô integral from processes with absolutely ...
The celebrated Nualart–Peccati criterion [Ann. Probab. 33 (2005) 177–193] ensures the convergence in...