A multiple stochastic integral criterion for almost sure limit theorems
Bercu, Bernard; Nourdin, Ivan; Taqqu, Murad S.
In this paper, we study almost sure entral limit theorems for multiple stohasti
integrals and provide a riterion based on the kernel of these multiple integrals. We apply our
result to normalized partial sums of Hermite polynomials of inrements of frational Brownian
motion. We obtain almost sure entral limit theorems for these normalized sums when they
onverge in law to a normal distribution.
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