Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle

ESAIM - Probability and Statistics

Volumn 20, Issue , 2016, Pages 293-308

  Nourdin, Ivan ^a   Peccati, Giovanni ^a   Poly, Guillaume ^b   Simone, Rosaria ^c  

^a UNIVERSITY OF LUXEMBOURG   (Luxembourg)

^b UNIVERSITÉ DE RENNES 1   (France)

^c UNIVERSITY OF NAPLES FEDERICO II   (Italy)

Author keywords

Fourth moment phenomenon; Free probability; Homogeneous sums; Multidimensional limit theorems; Wiener chaos; Wigner chaos

Indexed keywords

STATISTICS;

CENTRAL LIMIT THEOREM; COMPONENT WISE; FOURTH MOMENT PHENOMENON; FREE PROBABILITIES; HOMOGENEOUS SUMS; LIMIT THEOREM;

PROBABILITY;

EID: 84981173545     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps/2016014     Document Type: Article

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