Non-central limit theorem for non-linear functionals of vector valued Gaussian stationary random fields
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Publication:6312409
Authors: P. Major 
Publication date: 13 January 2019
Abstract: Here I prove non-central limit theorems for non-linear functionals of vector valued stationary random fields under appropriate conditions. They are the multivariate versions of the results in papercite{2}. Previously A. M. Arcones formulated a theorem in papercite{1} which can be considered as the multivariate generalization of these results. But I found Arcones' discussion incomplete, and in my opinion to give a complete proof first a more profound foundation of the theory of vector valued Gaussian stationary random fields has to be worked out. This was done in my papercite{4} which enabled me to adapt the method in papercite{2} to the study of the vector valued case. Here I prove with its help the desired multivariate version of the results in papercite{2}.
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