Weak convergence of weighted additive functionals of long-range dependent fields
Probability
2017-10-06 v2
Abstract
We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions under certain assumptions. The result is applied to integrals over a multidimensional rectangle with a constant weight function.
Cite
@article{arxiv.1710.01222,
title = {Weak convergence of weighted additive functionals of long-range dependent fields},
author = {Tareq Alodat and Andriy Olenko},
journal= {arXiv preprint arXiv:1710.01222},
year = {2017}
}
Comments
15 pages