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Non-central Limit Theorems

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Multiple Wiener-Itô Integrals

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 849))

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Abstract

Here we present some non-trivial limit theorems where the limit is a non-Gaussian self-similar field. The results of the previous chapters may explain at a heuristic level why such results should hold. But a rigorous proof demands much extra work whose consequences may be interesting in themselves.

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References

  1. Breuer, P., Major, P.: Central limit theorems for non-linear functionals of Gaussian fields. J. Multivar. Anal. 13(3), 425–441 (1983)

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Major, P. (2014). Non-central Limit Theorems. In: Multiple Wiener-Itô Integrals. Lecture Notes in Mathematics, vol 849. Springer, Cham. https://doi.org/10.1007/978-3-319-02642-8_8

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