ASYMPTOTIC CRAMÉR TYPE DECOMPOSITION FOR WIENER AND WIGNER INTEGRALS
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Publication:2854013
DOI10.1142/S0219025713500057zbMath1274.60059arXiv1209.2898MaRDI QIDQ2854013
Solesne Bourguin, Jean-Christophe Breton
Publication date: 17 October 2013
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.2898
Central limit and other weak theorems (60F05) Free probability and free operator algebras (46L54) Stochastic integrals (60H05)
Related Items (1)
Cites Work
- Cramér theorem for gamma random variables
- Stein's method on Wiener chaos
- On independence and conditioning on Wiener space
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Superconvergence to the central limit and failure of the Cramér theorem for free random variables
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Central limit theorems for sequences of multiple stochastic integrals
- Über eine Eigenschaft der normalen Verteilungsfunktion
- Asymptotic Cramér’s Theorem and Analysis on Wiener Space
- The Malliavin Calculus and Related Topics
- Lectures on the Combinatorics of Free Probability
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