Nonconventional limit theorems (Q5961957)
From MaRDI portal
scientific article; zbMATH DE number 5786322
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonconventional limit theorems |
scientific article; zbMATH DE number 5786322 |
Statements
Nonconventional limit theorems (English)
0 references
16 September 2010
0 references
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.
0 references
central limit theorem
0 references
polynomial ergodic theorem
0 references
\(\alpha\) and \(\psi\)-mixing
0 references