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  • 标题:Almost sure limit theorems on Wiener chaos: the non-central case
  • 本地全文:下载
  • 作者:Ehsan Azmoodeh ; Ivan Nourdin
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2019
  • 卷号:24
  • DOI:10.1214/19-ECP212
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:In [1], a framework to prove almost sure central limit theorems for sequences $(G_n)$ belonging to the Wiener space was developed, with a particular emphasis of the case where $G_n$ takes the form of a multiple Wiener-Itô integral with respect to a given isonormal Gaussian process. In the present paper, we complement the study initiated in [1], by considering the more general situation where the sequence $(G_n)$ may not need to converge to a Gaussian distribution. As an application, we prove that partial sums of Hermite polynomials of increments of fractional Brownian motion satisfy an almost sure limit theorem in the long-range dependence case, a problem left open in [1].
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