Asymptotic expansions for functions of the increments of certain Gaussian processes

DOI10.1016/j.spa.2009.10.009zbMath1200.60028arXiv0707.3928OpenAlexW2008833517MaRDI QIDQ2267546

Michael B. Marcus, Jay S. Rosen

Publication date: 1 March 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.3928

zbMATH Keywords

Gaussian processesasymptotic expansionscentral limit theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) (L^p)-limit theorems (60F25)

Cites Work

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• Noncentral convergence of multiple integrals
• CLT for \(L^p\) moduli of continuity of Gaussian processes
• Multiple Wiener-Ito integrals. With applications to limit theorems
• \(L^p\) moduli of continuity of Gaussian processes and local times of symmetric Lévy processes
• An almost sure limit theorem for Wick powers of Gaussian differences quotients
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Gaussian Hilbert Spaces
• Markov Processes, Gaussian Processes, and Local Times

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