Noncentral convergence of multiple integrals

Ivan Nourdin, Giovanni Peccati

Fix ν>0, denote by G(ν/2)G(ν/2) a Gamma random variable with parameter ν/2ν/2 and let n≥2n\geq2 be a fixed even integer. Consider a sequence {Fk}k≥1\{F_k\}_{k\geq1} of square integrable random variables belonging to the nnth Wiener chaos of a given Gaussian process and with variance converging to 2ν2ν. As k→∞k\to\infty, we prove that FkF_k converges in distribution to 2G(ν/2)−ν2G(ν/2)-ν if and only if E(Fk4)−12E(Fk3)→12ν2−48νE(F_k^4)-12E(F_k^3)\to12ν^2-48ν.