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scientific article; zbMATH DE number 1409942
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scientific article; zbMATH DE number 1409942 |
Statements
2 March 2000
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random fields
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empirical correlograms
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estimates of correlation functions
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functional central limit theorem
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0.90710145
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0.8893034
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0.8872404
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0.8865709
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Singular integrals \(I(\phi)\) with linked arguments of the form \[ \int_{R^d}\dots\int_{R^d} K_1(x_1-x_2)K_2(x_2-x_3)\dots K_{m-1}(x_{m-1}-x_m)K_m(x_m-x_1) \phi(x_1,\dots,x_m)dx_1\dots dx_m, \] are investigated, where \(K_i: R^d\to R\) are \(\delta\)-like kernels, and \(\phi\) is a function which satisfies \(|\phi(x_1,\dots,x_m)|\leq|\phi_0(x_1,\dots,x_m)|\prod_{j=1}^m |\phi_j(x_j)|.\) The following estimates for \(|I(\phi)|\) are obtained in terms of \(L_p\)-norms of functions \(K_i(x)\) and \(\phi_i(x):\) \[ |I(\phi)|\leq \prod_{j=1}^m \|K_j\|_{L_q} \prod_{j=1}^m \|\phi_j\|_{L_p} \|\phi_0\|_\infty,\;\;\forall p\in[1,2], \;\;p^{-1}+q^{-1}=1. \] Conditions for the convergence \(I(\phi)\to 0\) as \(K_j\) tends to the Dirac \(\delta\)-function are obtained. These results are used to prove the asymptotic normality of the empirical correlograms of homogeneous random fields as well as the asymptotic normality of some estimates of the correlation functions of homogeneous isotropic random fields.
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