The universality of homogeneous polynomial forms and critical limits (Q501838)
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English | The universality of homogeneous polynomial forms and critical limits |
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The universality of homogeneous polynomial forms and critical limits (English)
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10 January 2017
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The authors begin by extending a universality result concerning the off-diagonal homogeneous polynomial form \[ Q_k(N_n,f_n,\mathbf{X})=\sum_{1\leq i_1,\ldots, i_k\leq N_n}f_n(i_1,\ldots,i_k)X_{i_1}\cdots X_{i_k}\,, \] where \((f_n)\) is a sequence of symmetric functions on \(\mathbb{Z}_+^k\) which vanish on the diagonals, \(\mathbf{X}=(X_1,X_2,\ldots)\) is a sequence of standardized independent random variables, and \((N_n)\) is a finite sequence of numbers with \(N_n\rightarrow\infty\) as \(n\rightarrow\infty\). Letting \(\mathbf{Z}\) be a sequence of i\(.\)i\(.\)d\(.\) normal random variables, \textit{I. Nourdin} et al. [Ann. Probab. 38, No. 5, 1947--1985 (2010; Zbl 1246.60039)] proved that if \(Q_k(N_n,f_n,\mathbf{Z})\) converges weakly to a normal distribution as \(n\rightarrow\infty\), then so does \(Q_k(N_n,f_n,\mathbf{X})\), where \(\mathbf{X}\) is a standardized independent sequence with a uniform moment bound. The present paper removes the condition of finiteness of \(N_n\), using an approximation argument. This result leads to a criterion for the above weak convergence, expressed in terms of contractions. This is then applied to prove a central limit theorem for a nonlinear process whose behaviour at the boundary is between short and long memory.
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homogeneous polynomial forms
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weak convergence
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universality
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central limit theorem
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Wiener chaos
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long memory
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long-range dependence
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