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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2408.05255 |
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| _version_ | 1866915537290788864 |
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| author | Aida, Shigeki Naganuma, Nobuaki |
| author_facet | Aida, Shigeki Naganuma, Nobuaki |
| contents | We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show Hölder estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in Malliavin calculus, the fourth moment theorem, and estimates in multidimensional Young integrals. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_05255 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Hölder estimates and weak convergences of certain weighted sum processes Aida, Shigeki Naganuma, Nobuaki Probability 60F05, 60H35, 60G15 We study weighted sum processes associated to elements in a Wiener chaos with fixed order. More precisely, we show Hölder estimates and a functional limit theorem for them. Main tools we use are the integration by parts formula in Malliavin calculus, the fourth moment theorem, and estimates in multidimensional Young integrals. |
| title | Hölder estimates and weak convergences of certain weighted sum processes |
| topic | Probability 60F05, 60H35, 60G15 |
| url | https://arxiv.org/abs/2408.05255 |