On the fourth moment theorem for the complex multiple Wiener-Itô integrals
Abstract
In this paper, a product formula of Hermite polynomials is given and then the relation between the real Wiener-Itô chaos and the complex Wiener-Itô chaos (or: multiple integrals) is shown. By this relation and the known multivariate extension of the fourth moment theorem for the real multiple integrals, the fourth moment theorem (or say: the Nualart-Peccati criterion) for the complex Wiener-Itô multiple integrals is obtained.
- Publication:
-
arXiv e-prints
- Pub Date:
- August 2014
- DOI:
- 10.48550/arXiv.1408.1817
- arXiv:
- arXiv:1408.1817
- Bibcode:
- 2014arXiv1408.1817C
- Keywords:
-
- Mathematics - Probability;
- 60F05;
- 60H05;
- 60H07;
- 60G15
- E-Print:
- 29 pages