Central limit theorems for double Poisson integrals
نویسندگان
چکیده
منابع مشابه
Central limit theorems for double Poisson integrals
Motivated by second order asymptotic results, we characterize the convergence in law of double integrals, with respect to Poisson random measures, toward a standard Gaussian distribution. Our conditions are expressed in terms of contractions of the kernels. To prove our main results, we use the theory of stable convergence of generalized stochastic integrals developed by Peccati and Taqqu. One ...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2008
ISSN: 1350-7265
DOI: 10.3150/08-bej123