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
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Major, P.: Limit theorems for non-linear functionals of Gaussian sequences. Z. Wahrscheinlichkeitstheorie verw. Gebiete 57, 129–158 (1981)
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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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DOI: https://doi.org/10.1007/978-3-319-02642-8_8
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