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By combining the findings of two recent, seminal papers by Nualart, Peccati and Tudor, we get that the convergence in law of any sequence of vector-valued multiple integrals Fn towards a centered Gaussian random vector N, with given covariance matrix C, is reduced to just the convergence of: (i)...
Persistent link: https://www.econbiz.de/10009023468
We study Hoeffding decomposable exchangeable sequences with values in a finite set D={d1,…,dK}. We provide a new combinatorial characterization of Hoeffding decomposability and use this result to show that, for every K≥3, there exists a class of neither Pólya nor i.i.d. D-valued...
Persistent link: https://www.econbiz.de/10011041939