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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2023
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2310.15462 |
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| _version_ | 1866913455542370304 |
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| author | Bai, Shuyang Chen, Jiemiao |
| author_facet | Bai, Shuyang Chen, Jiemiao |
| contents | We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems involving series of multiple Wiener-Itô integrals are established. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2310_15462 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Empirical limit theorems for Wiener chaos Bai, Shuyang Chen, Jiemiao Probability Statistics Theory 60F05, 60H05 We consider empirical measures in a triangular array setup with underlying distributions varying as sample size grows. We study asymptotic properties of multiple integrals with respect to normalized empirical measures. Limit theorems involving series of multiple Wiener-Itô integrals are established. |
| title | Empirical limit theorems for Wiener chaos |
| topic | Probability Statistics Theory 60F05, 60H05 |
| url | https://arxiv.org/abs/2310.15462 |