Cramér theorem for gamma random variables

Electronic Communications in Probability

Volumn 16, Issue , 2011, Pages 365-378

  Bourguin, Solesne ^a   Tudor, Ciprian A ^b  

^a Université Paris 1 Panthéon Sorbonne   (France)

^b UNIVERSITÉ LILLE 1   (France)

Author keywords

Cram r s theorem; Gamma distribution; Limit theorems; Malliavin calculus; Multiple stochastic integrals

Indexed keywords

EID: 84878694578     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v16-1639     Document Type: Article

References (8)

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3. P Malliavin (1997): Stochastic Analysis. Springer-Verlag.
4. D. Nualart (2006): Malliavin Calculus and Related Topics. Second Edition. Springer.
5. I. Nourdin and G. Peccati (2009): Noncentral convergence of multiple integrals. The Annals of Probability, 37 no. 4, 1412-1426.
6. I. Nourdin and G. Peccati (2007): Stein’s method on Wiener chaos. Probability Theory and Related Fields. 145(1-2), 75-118.
7. C.A. Tudor (2008): Asymptotic Cramér’s theorem and analysis on Wiener space. Preprint, to appear inSéminaire de Probabilités, Lecture Notes in Mathematics.
8. A.S. Ustunel and M. Zakai (1989): On independence and conditioning on Wiener space. The Annals of Probability, 17 no. 4, 1441-1453.