The universality of homogeneous polynomial forms and critical limits (Q501838)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The universality of homogeneous polynomial forms and critical limits
scientific article

    Statements

    The universality of homogeneous polynomial forms and critical limits (English)
    0 references
    0 references
    0 references
    10 January 2017
    0 references
    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.
    0 references
    0 references
    homogeneous polynomial forms
    0 references
    weak convergence
    0 references
    universality
    0 references
    central limit theorem
    0 references
    Wiener chaos
    0 references
    long memory
    0 references
    long-range dependence
    0 references

    Identifiers