Normal approximation of a functional of a Gaussian field |
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Authors: | N N Leonenko Sh O Sabirov |
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Institution: | (1) Kiev State University, USSR |
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Abstract: | The asymptotic normality of a functional of a strongly correlated Gaussian random field having the meaning of the random volume of a bounded realization of the field over a parallelepiped or triangle is established in this paper. In addition some problems of geometric probabilities are solved: the distribution density of the distance between independent random vectors having uniform distribution in a rectangle or triangle is found.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 55–60, 1988. |
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