Some limit theorems for rescaled Wick powers

Alberto Lanconelli

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arXiv · 0809.3702

Some limit theorems for rescaled Wick powers

Alberto Lanconelli

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Abstract

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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Alberto Lanconelli. 2008-09-22. Some limit theorems for rescaled Wick powers. https://arxiv.org/abs/0809.3702

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