Non-central Limit Theorems for Non-linear Functionals of k Gaussian Fields
نویسندگان
چکیده
منابع مشابه
Central Limit Theorems for Non-Linear Functionals of Gaussian Fields
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 Ga...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1993
ISSN: 0047-259X
DOI: 10.1006/jmva.1993.1013