Weak convergence on Wiener space: targeting the first two chaoses

zbMath1405.60032arXiv1701.06766MaRDI QIDQ4612239

Christian Krein

Publication date: 22 January 2019

Full work available at URL: https://arxiv.org/abs/1701.06766

zbMATH Keywords

weak convergencecumulantsBrownian motionMalliavin calculuslimit theoremsstable convergencemultiple Wiener integrals

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (2)

Malliavin-Stein method: a survey of some recent developments ⋮ A bound on the Wasserstein-2 distance between linear combinations of independent random variables

Cites Work

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• Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
• Central limit theorems for multiple stochastic integrals and Malliavin calculus
• Central limit theorems for sequences of multiple stochastic integrals
• Strong asymptotic independence on Wiener chaos
• Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Gaussian Hilbert Spaces
• Stable Convergence and Stable Limit Theorems

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