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Lp-norms of Hermite polynomials and an extremal problem on Wiener chaos

Lp-norms of Hermite polynomials and an extremal problem on Wiener chaos

We establish sharp asymptotics for the Lp-norm of Hermite polynomials and prove convergence in distribution of suitably normalized Wick powers. The results are combined with numerical integration to study an extremal problem on Wiener chaos.