Frontiers of Mathematics in China >
Limit theorems for functionals of Gaussian vectors
Received date: 12 Apr 2016
Accepted date: 09 Sep 2016
Published date: 06 Jul 2017
Copyright
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.
Hongshuai DAI , Guangjun SHEN , Lingtao KONG . Limit theorems for functionals of Gaussian vectors[J]. Frontiers of Mathematics in China, 2017 , 12(4) : 821 -842 . DOI: 10.1007/s11464-016-0620-1
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