On statistical properties of nonlinear functionals of random fields. (Abstract of thesis)

DOI10.1017/S0004972720000970MaRDI QIDQ5857602zbMATH OpenOpenAlexFDO

Authors Dareen Omari

Publication date 1 April 2021

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972720000970

zbMATH Keywords

Hermite distributionslong-range dependencenoncentral limit theoremsreduction principleshort-range dependencespherical random fieldsstochastic partial differential equations

Mathematics Subject Classification ID

PDEs on manifolds (35R01) Functional limit theorems; invariance principles (60F17) Random fields (60G60) Stochastic approximation (62L20)

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Cites work

• scientific article; zbMATH DE number 1715060 (Why is no real title available?)
• scientific article; zbMATH DE number 194998 (Why is no real title available?)
• Long-memory processes. Probabilistic properties and statistical methods
• Random spherical hyperbolic diffusion
• Reduction principle for functionals of vector random fields
• Sojourn measures of Student and Fisher-Snedecor random fields
• Tauberian and Abelian theorems for long-range dependent random fields

Cited in

(3)

• Asymptotic behavior of functionals of cyclic long-range dependent random fields
• On asymptotic properties of nonlinear functionals of random fields. (Abstract of thesis)
• A limit theorem for random fields with a singularity in the spectrum

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