Product Formula, Independence and Asymptotic Moment-Independence for Complex Multiple Wiener-Ito Integrals

Published 5 Dec 2014 in math.PR | (1412.1877v2)

Abstract: We present the product formula for complex multiple Wiener-Ito integrals. As applications, we show the Ustunel-Zakai independent criterion, the Nourdin-Rosinski asymptotic moment-independent criterion and joint convergence criterion for complex multiple Wiener-Ito integrals.

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Yong Chen

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