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dc.contributor.authorBercu, Bernarden_US
dc.contributor.authorNourdin, Ivanen_US
dc.contributor.authorTaqqu, Murad S.en_US
dc.date.accessioned2019-08-06T18:56:36Z
dc.date.available2019-08-06T18:56:36Z
dc.date.issued2009-04-15
dc.identifierhttp://arxiv.org/abs/0904.2094v1
dc.identifier.citationBernard Bercu, Ivan Nourdin, Murad S Taqqu. 2009. "A multiple stochastic integral criterion for almost sure limit theorems."
dc.identifier.urihttps://hdl.handle.net/2144/37023
dc.description.abstractIn 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.en_US
dc.relation.ispartofarXiv
dc.subjectMathematicsen_US
dc.subjectStatisticsen_US
dc.subjectStatistics theoryen_US
dc.subjectProbabilityen_US
dc.titleA multiple stochastic integral criterion for almost sure limit theoremsen_US
dc.typeArticleen_US
dc.description.versionFirst author draften_US
pubs.elements-sourcemanual-entryen_US
pubs.notesAlso at: http://cds.cern.ch/record/1172283en_US
pubs.notesEmbargo: Not knownen_US
pubs.organisational-groupBoston Universityen_US
pubs.organisational-groupBoston University, College of Arts & Sciencesen_US
pubs.organisational-groupBoston University, College of Arts & Sciences, Department of Mathematics & Statisticsen_US
pubs.publication-statusUnpublisheden_US
dc.identifier.orcid0000-0002-1145-9082 (Taqqu, Murad S)
dc.identifier.mycv54252


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