Oscillatory Breuer-Major theorem with application to the random corrector problem
Probability
2019-10-03 v2
Abstract
In this paper, we present an oscillatory version of the celebrated Breuer-Major theorem that is motivated by the random corrector problem. As an application, we are able to prove new results concerning the Gaussian fluctuation of the random corrector. We also provide a variant of this theorem involving homogeneous measures.
Keywords
Cite
@article{arxiv.1904.09467,
title = {Oscillatory Breuer-Major theorem with application to the random corrector problem},
author = {David Nualart and Guangqu Zheng},
journal= {arXiv preprint arXiv:1904.09467},
year = {2019}
}
Comments
V2: Minor revision; to appear in Asymptotic analysis