Limit theorems for p-domain functionals of stationary Gaussian fields
DOI10.1214/24-EJP1197MaRDI QIDQ6620104FDOQ6620104
Authors: Nikolai N. Leonenko, Leonardo Maini, Ivan Nourdin, Francesca Pistolato 
Publication date: 16 October 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Recommendations
- Non-central limit theorems for non-linear functionals of \(k\) Gaussian fields
- Central limit theorem for nonlinear transforms of gaussian random vector fields
- Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields
- A functional central limit theorem for integrals of stationary mixing random fields
- Asymptotic covariances for functionals of weakly stationary random fields
central limit theoremstationary Gaussian fieldsHermite rankMalliavin-Stein method\(p\)-domain functionallong-range dependance
Gaussian processes (60G15) Random fields (60G60) Central limit and other weak theorems (60F05) Local time and additive functionals (60J55)
Cites Work
- The Malliavin Calculus and Related Topics
- Nonseparable, Stationary Covariance Functions for Space–Time Data
- Model-based geostatistics.
- Weak convergence to fractional brownian motion and to the rosenblatt process
- Convergence of integrated processes of arbitrary Hermite rank
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Central limit theorems for non-linear functionals of Gaussian fields
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Central limit theorems for sequences of multiple stochastic integrals
- Non-central limit theorems for non-linear functional of Gaussian fields
- Random Fields and Geometry
- Stein's method on Wiener chaos
- Normal approximations with Malliavin calculus. From Stein's method to universality
- Title not available (Why is that?)
- Computation of the perimeter of measurable sets via their covariogram. Applications to random sets
- Functional limit theorems for generalized variations of the fractional Brownian sheet
- Hermite variations of the fractional Brownian sheet
- Title not available (Why is that?)
- Quantitative Breuer-Major theorems
- Tauberian and Abelian theorems for long-range dependent random fields
- Sojourn measures of Student and Fisher-Snedecor random fields
- On the rate of convergence in non-central asymptotics of the Hermite variations of fractional Brownian sheet
- Multiparameter Fractional Brownian Motion And Quasi-Linear Stochastic Partial Differential Equations
- Doubling condition at the origin for non-negative positive definite functions
- Multivariate Gaussian Random Fields over Generalized Product Spaces involving the Hypertorus
- Sojourn functionals for spatiotemporal Gaussian random fields with long memory
- Scaling transition for nonlinear random fields with long-range dependence
- Weak convergence of weighted additive functionals of long-range dependent fields
- Quasi-Monte Carlo simulation of Brownian sheet with application to option pricing
- Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \)
- Oscillatory Breuer-Major theorem with application to the random corrector problem
- Asymptotic covariances for functionals of weakly stationary random fields
- Spectral central limit theorem for additive functionals of isotropic and stationary Gaussian fields
Cited In (2)
This page was built for publication: Limit theorems for \(p\)-domain functionals of stationary Gaussian fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6620104)
