Density convergence in the Breuer-Major theorem for Gaussian stationary sequences

DOI10.3150/14-BEJ646zbMath1344.60025arXiv1403.3413OpenAlexW2158044918MaRDI QIDQ888483

Fangjun Xu, Yaozhong Hu, David Nualart, Samy Tindel

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.3413

zbMATH Keywords

Malliavin calculusHermite polynomialsmoving average representationdensity convergenceBreuer-Major theoremGaussian stationary sequences

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Real zeros of random trigonometric polynomials with dependent coefficients, Normal Approximation on a Finite Wiener Chaos, Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos, How does tempering affect the local and global properties of fractional Brownian motion?

Uses Software

• longmemo

Cites Work

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