{"paper":{"title":"An Invariance Principle for Stochastic Series II. Non Gaussian Limits","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Lucia Caramellino, Vlad Bally","submitted_at":"2016-07-13T12:43:15Z","abstract_excerpt":"We study the convergence in total variation distance for series of the form $$ S_{N}(c,Z)=\\sum_{l=1}^{N}\\sum_{i_{1}<\\cdots<i_{l}}c(i_{1},...,i_{l})Z_{i_{1}}\\cdots Z_{i_{l}}, $$ where $Z_{k},k\\in {\\mathbb{N}}$ are independent centered random variables with ${\\mathbb{E}}(Z_{k}^{2})=1$. This enters in the framework of the $U$--statistics theory which plays a major role in modern statistic. In the case when $Z_{k},k\\in {\\mathbb{N}}$ are standard normal, $S_{N}(c,Z)$ is an element of the sum of the first $N$ Wiener chaoses and, starting with the seminal paper of D. Nualart and G. Peccati, the conve"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1607.03703","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}