A multiple stochastic integral criterion for almost sure limit theorems
Files
First author draft
Date
2009-04-15
DOI
Authors
Bercu, Bernard
Nourdin, Ivan
Taqqu, Murad S.
Version
First author draft
OA Version
Citation
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.