The theory of Wiener-Itô integrals in vector valued Gaussian stationary random fields. I
zbMATH Open1471.60046MaRDI QIDQ5154980FDOQ5154980
Publication date: 5 October 2021
Full work available at URL: http://www.mathjournals.org/mmj/2020-020-004/2020-020-004-006.html
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diagram formulamultiple integral with respect to random spectral measuremultivariate random spectral measuremultivariate spectral measurevector valued Gaussian stationary random fields
Gaussian processes (60G15) Random fields (60G60) Stationary stochastic processes (60G10) Stochastic integrals (60H05)
Cites Work
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- Central limit theorems for non-linear functionals of Gaussian fields
- Non-central limit theorems for non-linear functional of Gaussian fields
- Normal approximations with Malliavin calculus. From Stein's method to universality
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- Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
- Multiple Wiener integral
- Multiple Wiener-Itô integrals. With applications to limit theorems
- Gaussian and their subordinates self-similar random generalized fields
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Cited In (5)
- Wiener integrals with respect to the two-parameter tempered Hermite random fields
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Wiener functionals and probability limit theorems. I: The central limit theorems
- Title not available (Why is that?)
- Title not available (Why is that?)
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