Central limit theorems for non-linear functionals of Gaussian fields

DOI10.1016/0047-259X(83)90019-2zbMath0518.60023OpenAlexW2136516258MaRDI QIDQ1054065

Péter Major, Peter T. Breuer

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(83)90019-2

zbMATH Keywords

central limit theoremsGaussian fieldsnon-linear functionalsself similar limit field

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)

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Cites Work

• Unnamed Item
• Limit theorems for non-linear functionals of Gaussian sequences
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields

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