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Central limit theorems for non-linear functionals of Gaussian fields

Author

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  • Breuer, Péter
  • Major, Péter

Abstract

In the present paper it is shown that the central limit theorem holds for some non-linear functionals of stationary Gaussian fields if the correlation function of the underlying field tends fast enough to zero. The results are formulated in terms of the Hermite rank of the functional and of the rate of the correlation function. Then we show an example when the limit field is self-similar and Gaussian but not necessarily consisting of independent elements.

Suggested Citation

  • Breuer, Péter & Major, Péter, 1983. "Central limit theorems for non-linear functionals of Gaussian fields," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 425-441, September.
    • Handle: RePEc:eee:jmvana:v:13:y:1983:i:3:p:425-441
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