Wiener functionals and probability limit theorems. I: The central limit theorems (Q1064608)
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English | Wiener functionals and probability limit theorems. I: The central limit theorems |
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Wiener functionals and probability limit theorems. I: The central limit theorems (English)
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1985
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The results obtained in the paper were announced in Proc. Jap. Acad. Ser. A 388-390 (1982; Zbl 0515.60037). The author aims at establishing central limit theorems (CLT's) for stationary processes and random fields, in the framework of Wiener functionals, especially making use of the Ito-Wiener expansions. Under the same framework \textit{L. Giraitis} and \textit{D. Surgailis} [see the article reviewed above Zbl 0575.60024)] prove a CLT for the case when the expansions are finite sums. Continuing the same problem in a forthcoming issue of Hokkaido Math. J., the present author studies a CLT and functional CLT under a natural and general normalization. \textit{D. Chambers} and \textit{E. Slud} deal with similar subjects in a paper, which will appear soon in Z. Wahrscheinlichkeitstheor. Verw. Geb.
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central limit theorems
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stationary processes
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Wiener functionals
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Ito- Wiener expansions
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