Remarks on limit theorems for nonlinear functionals of Gaussian sequences

DOI10.1007/BF00320078zbMath0589.60028OpenAlexW2066516995MaRDI QIDQ1074216

Murray Rosenblatt

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00320078

zbMATH Keywords

expansion of Dobrushin's typenonlinear functionals of Gaussian sequencessubordinate to a Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17)

Related Items (2)

Necessary conditions for nonlinear functionals of Gaussian processes to satisfy central limit theorems ⋮ A mixture-type limit theorem for nonlinear functions of Gaussian sequences

Cites Work

• Multiple Wiener-Ito integrals. With applications to limit theorems
• Gaussian and their subordinates self-similar random generalized fields
• CLT and other limit theorems for functionals of Gaussian processes
• Limit theorems for non-linear functionals of Gaussian sequences
• Limit theorems for Fourier transforms of functionals of Gaussian sequences
• Some limit theorems for partial sums of quadratic forms in stationary Gaussian variables
• Non-central limit theorems for non-linear functional of Gaussian fields
• Unnamed Item

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