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arxiv: 1710.01222 · v2 · pith:L273VFWFnew · submitted 2017-10-03 · 🧮 math.PR

Weak convergence of weighted additive functionals of long-range dependent fields

classification 🧮 math.PR
keywords functionalsadditivelong-rangeweightedappliedassumptionsasymptoticcertain
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We provide asymptotic results for the distribution of weighted nonlinear functionals of Gaussian field with long-range dependence. We also show that integral functionals and the corresponding additive functionals have same distributions under certain assumptions. The result is applied to integrals over a multidimensional rectangle with a constant weight function.

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