Limit theorems for functionals of Gaussian vectors
Probability
2018-06-14 v3
Abstract
Operator self-similar processes, as an extension of self-similar processes, have been studied extensively. In this work, we study limit theorems for functionals of Gaussian vectors. Under some conditions, we determine that the limit of partial sums of functionals of a stationary Gaussian sequence of random vectors is an operator self-similar process
Cite
@article{arxiv.1409.1646,
title = {Limit theorems for functionals of Gaussian vectors},
author = {Hongshuai Dai and Guangjun Shen and Lingtao Kong},
journal= {arXiv preprint arXiv:1409.1646},
year = {2018}
}
Comments
Front. Math. China, 2017