Boston University Libraries OpenBU
    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item
    •   OpenBU
    • BU Open Access Articles
    • BU Open Access Articles
    • View Item

    A multiple stochastic integral criterion for almost sure limit theorems

    Thumbnail
    Date Issued
    2009-04-15
    Author(s)
    Bercu, Bernard
    Nourdin, Ivan
    Taqqu, Murad S.
    Share to FacebookShare to TwitterShare by Email
    Export Citation
    Download to BibTex
    Download to EndNote/RefMan (RIS)
    Metadata
    Show full item record
    Permanent Link
    https://hdl.handle.net/2144/37023
    Version
    First author draft
    Citation (published version)
    Bernard Bercu, Ivan Nourdin, Murad S Taqqu. 2009. "A multiple stochastic integral criterion for almost sure limit theorems."
    Abstract
    In this paper, we study almost sure entral limit theorems for multiple stohasti integrals and provide a riterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of inrements of frational Brownian motion. We obtain almost sure entral limit theorems for these normalized sums when they onverge in law to a normal distribution.
    Collections
    • CAS: Mathematics & Statistics: Scholarly Works [333]
    • BU Open Access Articles [4757]


    Boston University
    Contact Us | Send Feedback | Help
     

     

    Browse

    All of OpenBUCommunities & CollectionsIssue DateAuthorsTitlesSubjectsThis CollectionIssue DateAuthorsTitlesSubjects

    Deposit Materials

    LoginNon-BU Registration

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Boston University
    Contact Us | Send Feedback | Help