Limit theorems for functionals of Gaussian vectors
classification
🧮 math.PR
keywords
functionalsgaussianlimitself-similarvectorsoperatorprocessestheorems
read the original abstract
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
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.