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Non-central limit theorems for non-linear functional of Gaussian fields

✍ Scribed by R. L. Dobrushin; P. Major


Publisher
Springer
Year
1979
Tongue
English
Weight
1022 KB
Volume
50
Category
Article
ISSN
1432-2064

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✍ Samir Ben Hariz πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 193 KB

In this paper we consider two functional limit theorems for the non-linear functional of the stationary Gaussian process satisfying short range dependence conditions: the functional CLT for partial sum processes and the uniform CLT for a special class of functions. To carry out the proofs, we develo