The theory of Wiener-Itô integrals in vector valued Gaussian stationary random fields. I

MaRDI QIDQ5154980zbMATH OpenFDO

Authors P. Major

Publication date 5 October 2021

Full work available at URL http://www.mathjournals.org/mmj/2020-020-004/2020-020-004-006.html

zbMATH Keywords

diagram formulamultiple integral with respect to random spectral measuremultivariate random spectral measuremultivariate spectral measurevector valued Gaussian stationary random fields

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stationary stochastic processes (60G10) Stochastic integrals (60H05)

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Cites work

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• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Central limit theorems for non-linear functionals of Gaussian fields
• Gaussian and their subordinates self-similar random generalized fields
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Multiple Wiener integral
• Multiple Wiener-Itô integrals. With applications to limit theorems
• Non-central limit theorems for non-linear functional of Gaussian fields
• Normal approximations with Malliavin calculus. From Stein's method to universality

Cited in

(6)

• A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials
• Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
• Multiple Wiener-Itô integrals. With applications to limit theorems
• Wiener integrals with respect to the two-parameter tempered Hermite random fields
• Wiener functionals and probability limit theorems. I: The central limit theorems
• The theory of Wiener-Itô integrals in vector-valued Gaussian stationary random fields. II

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