On the rate of convergence to Rosenblatt-type distribution
Probability
2016-06-16 v2
Abstract
The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid to the Cauchy, generalized Linnik's, and local-global distinguisher random processes and fields. Direct analytical methods are used to investigate the rate of convergence in the uniform metric.
Keywords
Cite
@article{arxiv.1412.6860,
title = {On the rate of convergence to Rosenblatt-type distribution},
author = {Vo Anh and Nikolai Leonenko and Andriy Olenko},
journal= {arXiv preprint arXiv:1412.6860},
year = {2016}
}
Comments
25 pages, 2 figures, typos corrected