Quantitative stable limit theorems on the Wiener space

Citation
Nourdin, Ivan et al., Quantitative stable limit theorems on the Wiener space, Annals of probability , 44(1), 2016, pp. 1-41
Journal title
ISSN journal
00911798
Volume
44
Issue
1
Year of publication
2016
Pages
1 - 41
Database
ACNP
SICI code
Abstract
We use Malliavin operators in order to prove quantitative stable limit theorems on the Wiener space, where the target distribution is given by a possibly multidimensional mixture of Gaussian distributions. Our findings refine and generalize previous works by Nourdin and Nualart [J. Theoret. Probab. 23 (2010) 39.64] and Harnett and Nualart [Stochastic Process. Appl. 122 (2012) 3460.3505], and provide a substantial contribution to a recent line of research, focussing on limit theorems on the Wiener space, obtained by means of the Malliavin calculus of variations. Applications are given to quadratic functionals and weighted quadratic variations of a fractional Brownian motion.