Remarks on limit theorems for nonlinear functionals of Gaussian sequences (Q1074216)

From MaRDI portal
Revision as of 10:50, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Remarks on limit theorems for nonlinear functionals of Gaussian sequences
scientific article

    Statements

    Remarks on limit theorems for nonlinear functionals of Gaussian sequences (English)
    0 references
    0 references
    1987
    0 references
    Limit theorems for sums of nonlinear functionals of Gaussian sequences typically obtain as limit distribution that of a single term in an expansion given by \textit{R. L. Dobrushin} [Ann. Probab. 7, 1-28 (1979; Zbl 0392.60039)] for a process subordinate to a Gaussian process. Here we show how one can obtain limit theorems of this type where the limit distribution is that of a full expansion of Dobrushin's type.
    0 references
    nonlinear functionals of Gaussian sequences
    0 references
    subordinate to a Gaussian process
    0 references
    expansion of Dobrushin's type
    0 references

    Identifiers