Non-central limit theorem for non-linear functionals of vector valued Gaussian stationary random fields
Abstract
Here I prove non-central limit theorems for non-linear functionals of vector valued stationary random fields under appropriate conditions. They are the multivariate versions of the results in paper\cite{2}. Previously A. M. Arcones formulated a theorem in paper\cite{1} which can be considered as the multivariate generalization of these results. But I found Arcones' discussion incomplete, and in my opinion to give a complete proof first a more profound foundation of the theory of vector valued Gaussian stationary random fields has to be worked out. This was done in my paper\cite{4} which enabled me to adapt the method in paper\cite{2} to the study of the vector valued case. Here I prove with its help the desired multivariate version of the results in paper\cite{2}.
Keywords
Cite
@article{arxiv.1901.04086,
title = {Non-central limit theorem for non-linear functionals of vector valued Gaussian stationary random fields},
author = {Peter Major},
journal= {arXiv preprint arXiv:1901.04086},
year = {2024}
}
Comments
arXiv admin note: text overlap with arXiv:1901.04084