Nourdin, Ivan; Poly, Guillaume - In: Stochastic Processes and their Applications 123 (2013) 2, pp. 651-674
Let {Fn} be a sequence of random variables belonging to a finite sum of Wiener chaoses. Assume further that it converges in distribution towards F∞ satisfying V ar(F∞)0. Our first result is a sequential version of a theorem by Shigekawa (1980) [23]. More precisely, we prove, without...