Some limit theorems for rescaled Wick powers

Details Some limit theorems for rescaled Wick powers Some limit theorems for rescaled Wick powers

2008-09-22

arxiv.org/abs/0809.3702v1

Mathematics

Probability

13 pages

Scientific paper

We establish the strong L2(P)-convergence of properly rescaled Wick powers as
the power index tends to infinity. The explicit representation of such limit
will also provide the convergence in distribution to normal and log-normal
random variables. The proofs rely on some estimates for the L2(P)-norm of Wick
products and on the properties of second quantization operators.

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