Nonconventional limit theorems (Q5961957)
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scientific article; zbMATH DE number 5786322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonconventional limit theorems |
scientific article; zbMATH DE number 5786322 |
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Nonconventional limit theorems (English)
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16 September 2010
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The author studies central limit theorems for sums, in which the summands are smooth functions of finite dimensional vectors which come up as polynomial shifts of a sequence of random variables satisfying some technical assumptions. Among other things only a weak kind of stationarity is assumed, together with some mixing conditions. Proofs are based on characteristic functions techniques and use some sophisticated blocking methodology.
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central limit theorem
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polynomial ergodic theorem
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\(\alpha\) and \(\psi\)-mixing
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