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Remarks on limit theorems for nonlinear functionals of Gaussian sequences - MaRDI portal

Remarks on limit theorems for nonlinear functionals of Gaussian sequences (Q1074216)

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scientific article; zbMATH DE number 3947318
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Remarks on limit theorems for nonlinear functionals of Gaussian sequences
scientific article; zbMATH DE number 3947318

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    Remarks on limit theorems for nonlinear functionals of Gaussian sequences (English)
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    1987
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    Limit theorems for sums of nonlinear functionals of Gaussian sequences typically obtain as limit distribution that of a single term in an expansion given by \textit{R. L. Dobrushin} [Ann. Probab. 7, 1-28 (1979; Zbl 0392.60039)] for a process subordinate to a Gaussian process. Here we show how one can obtain limit theorems of this type where the limit distribution is that of a full expansion of Dobrushin's type.
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    nonlinear functionals of Gaussian sequences
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    subordinate to a Gaussian process
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    expansion of Dobrushin's type
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