Sharp convergence of nonlinear functionals of a class of Gaussian random fields

DOI10.1007/S40304-018-0162-9MaRDI QIDQ1757195zbMATH OpenOpenAlexWikidataFDO

Authors Weijun Xu

Publication date 2 January 2019

Published in Communications in Mathematics and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1810.03850

zbMATH Keywords

Gaussian random fieldstrigonometric polynomialmulti-point correlation function

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We present a self-contained proof of a uniform bound on multi-point correlations of trigonometric functions of a class of Gaussian random fields. It corresponds to a special case of the general situation considered in [Hairer-Xu], but with improved estimates. As a consequence, we establish convergence of a class of Gaussian fields composite with more general functions. These bounds and convergences are useful ingredients to establish weak universalities of several singular stochastic PDEs.

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