Non-linear functionals preserving normal distribution and their asymptotic normality

MaRDI QIDQ4612554zbMATH OpenFDO

Authors L. A. Khachatryan, B. S. Nahapetian

Publication date 31 January 2019

zbMATH Keywords

central limit theoremnon-linear functional on several variablesnormal distribution

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Recommendations

• scientific article; zbMATH DE number 1401994
• Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
• A central limit theorem for nonlinear functionals of stationary Gaussian vector processes
• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
• Asymptotics for sums of a function of normalized independent sums

Cites work

• A note on asymptotics of linear combinations of IID random variables
• A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables
• A weighted central limit theorem
• scientific article; zbMATH DE number 3978012 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 193205 (Why is no real title available?)
• scientific article; zbMATH DE number 3504208 (Why is no real title available?)
• scientific article; zbMATH DE number 1232374 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• scientific article; zbMATH DE number 3282326 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Mixing: Properties and examples

Cited in

(2)

• Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights
• Properties and Applications of Preimage Distributions of Perfect Nonlinear Functions

This page was built for publication: Non-linear functionals preserving normal distribution and their asymptotic normality

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4612554)