Distributional limit theorems over a stationary Gaussian sequence of random vectors. (Q1877507): Difference between revisions

A stationary Gaussian sequence of real random vectors is treated. Several sets of assumptions are presented under which the central limit theorem is fulfilled for each function with finite variance. The convenient normalization is determined by the covariance function of the Gaussian sequence. Moreover, the limit distribution is Gaussian whenever the covariance function is summable in \(l_2\). In the other case the limit is not Gaussian and the paper presents its characteristic function.