A multiple stochastic integral criterion for almost sure limit theorems - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2009

A multiple stochastic integral criterion for almost sure limit theorems

Résumé

In this paper, we study almost sure central limit theorems for multiple stochastic integrals and provide a criterion based on the kernel of these multiple integrals. We apply our result to normalized partial sums of Hermite polynomials of increments of fractional Brownian motion. We obtain almost sure central limit theorems for these normalized sums when they converge in law to a normal distribution.
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Dates et versions

hal-00375290 , version 1 (14-04-2009)
hal-00375290 , version 2 (11-12-2009)

Identifiants

  • HAL Id : hal-00375290 , version 1

Citer

Bernard Bercu, Ivan Nourdin, Murad S. Taqqu. A multiple stochastic integral criterion for almost sure limit theorems. 2009. ⟨hal-00375290v1⟩
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