{"entities":{"Q2417012":{"pageid":2427755,"ns":120,"title":"Item:Q2417012","lastrevid":72710475,"modified":"2026-04-14T06:47:33Z","type":"item","id":"Q2417012","labels":{"en":{"language":"en","value":"Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7064382"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2417012$071FD338-CEB8-4324-AB32-17A7D2894438","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9e32fd23f70f387225d169dda18fe7760aee0b5d","datavalue":{"value":{"text":"Necessary and sufficient conditions for limit theorems for quadratic variations of Gaussian sequences","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2417012$D5759370-B6A6-41CD-884B-6840DB8D4CD5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"46d738a382f8d5c687c378aae178283f60d2db22","datavalue":{"value":"1451.60039","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2417012$20C915A5-D265-4DEA-BDDB-80BCE5850E80","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"398f7ce3551d286cbddb5269c5afe4b25841a1c9","datavalue":{"value":"10.1214/15-PS267","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2417012$B8097E7A-8901-4773-9E60-AAB52D5641F2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"012ff6db274d1d40158b7425b6ed4222c480334c","datavalue":{"value":{"entity-type":"item","numeric-id":247536,"id":"Q247536"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2417012$A1101E36-693E-4E3D-A04D-BE377617FC5B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"2cb444a038a89253c6047464ced50088a6851f24","datavalue":{"value":{"entity-type":"item","numeric-id":252275,"id":"Q252275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2417012$614245C3-3761-4EDE-AFD5-6A2234D1B6F2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"cc49a4b6044d6b27419bc18bbf7d608305441619","datavalue":{"value":{"time":"+2019-06-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2417012$4B37F6D7-41C6-419E-A6B7-02656ABDD144","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"179d5e16bb150b0dc8e6c2d1a4ac34c90ab18c0e","datavalue":{"value":"https://projecteuclid.org/euclid.ps/1559289658","type":"string"},"datatype":"url"},"type":"statement","id":"Q2417012$B38C62B9-1BA8-4F60-B1C3-CFB9D8FDC2C9","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"753c5cf59b3cb09a7c6439e1f5acc0bc3a53a1c2","datavalue":{"value":"In this paper, the author develops a general and elementary approach to handle the asymptotic behavior of quadratic variations of Gaussian processes. The object of study is \\( \\| Y^n \\|^2:= \\sum_{k=1}^n (Y^{(n)}_k)^2\\) , where \\(Y^n=(Y^{(n)} _1, \\dots, Y^{(n)}_n) \\), \\(n\\ge 1\\), is a sequence of centered Gaussian vectors. The limit in probability of the sequence \\(\\| Y^n \\|^2\\), if it exists, is called the quadratic variation of the sequence \\(Y^n\\). First, if the energy, defined as \\(\\lim_{n\\rightarrow \\infty} E ( \\| Y^n\\|^2)\\) exists, then the quadratic variation exists if and only if the sequence \\(Y^n\\) has a \\(2\\)-planar variation, defined as the limit of \\(\\|\\Gamma^{(n)}\\|^2_2\\), where \\(\\Gamma^{(n)}\\) is the covariance matrix of \\(Y^n\\) and \\(\\| \\Gamma^{(n)} \\|_2\\) denotes its Euclidean norm. Clearly, the convergence is also in \\(L^p\\) for any \\(p\\ge 1\\). Using the concentration inequality for Gaussian measures and the Borell-Cantelli lemma, the author obtains the following two sufficient conditions for the almost sure convergence to zero of the centered quadratic variations: \\(\\sup_{n\\ge 1} E(\\| Y^n\\|^2)<\\infty\\) and \\(\\| \\Gamma^{(n)} \\|_2 = o( 1/ \\log n)\\). The third type of results are concerned with the Gaussian fluctuations of the normalized and centered quadratic variations \\[ Z_n= \\frac { \\| Y^n \\|^2 - E(\\| Y^n \\|^2)} { \\sqrt{\\mathrm{Var} (\\| Y^n \\|^2 - E(\\| Y^n \\|^2))}}. \\] Applying the Fourth-Moment theorem by the reviewer and \\textit{G. Peccati} [Ann. Probab. 33, No. 1, 177--193 (2005; Zbl 1097.60007)], necessary and sufficient conditions for the convergence in distribution of \\(Z_n\\) to the law \\(N(0,1)\\) are given. In particular, a simple condition in the case of a finite non-zero energy, is \\(\\lambda^*(n):=\\max_{1\\le k\\le n} | \\lambda_k^n| =o( n^{-1/2})\\), where \\(\\lambda^n_k, 1\\le k\\le n\\), are the eigenvalues of \\(\\Gamma^{(n)}\\). Furthermore, in this context one can deduce a Berry-Esseen bound of the form \\(C \\sqrt{n} \\lambda^*(n)\\). These general results are applied in Section 3 to quadratic variations of Gaussian processes. That is, if \\(X= (X_t)_{t\\in [0,T]}\\) is a given centered Gaussian process, the sequence \\(Y^n\\) is, in this case, \\[ Y^{(n)}_k= \\frac { X_{t_k}- X_{t_{k-1}} } { \\sqrt{\\phi(t_k-t_{k-1})}}, \\qquad k=1,\\dots, N(n), \\] where \\(\\pi_n= \\{ 0=t^n_0 < t^n_1 < \\cdots