首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Central limit theorems for non-linear functionals of Gaussian fields
Authors:Péter Breuer  Péter Major
Institution:Institute for Psychology of the Hungarian Academy of Sciences, Budapest, Hungary;Mathematical Institute of the Hungarian Academy of Sciences, Budapest, Hungary
Abstract:In the present paper it is shown that the central limit theorem holds for some non-linear functionals of stationary Gaussian fields if the correlation function of the underlying field tends fast enough to zero. The results are formulated in terms of the Hermite rank of the functional and of the rate of the correlation function. Then we show an example when the limit field is self-similar and Gaussian but not necessarily consisting of independent elements.
Keywords:60F  60G  Self-similar Gaussian fields  diagram formula  Hermite rank
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号