Continuous Breuer-Major theorem for vector valued fields

DOI10.1080/07362994.2019.1711118zbMath1447.60054arXiv1901.02317OpenAlexW2999169466MaRDI QIDQ3298102

David Nualart, Abhishek Tilva

Publication date: 21 July 2020

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

Full work available at URL: https://arxiv.org/abs/1901.02317

zbMATH Keywords

functional limit theoremBreuer-Major theoremWiener chaos expansions

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Functional limit theorems; invariance principles (60F17)

Cites Work

• A central limit theorem for the Euler characteristic of a Gaussian excursion set
• Limit theorems for nonlinear functionals of Volterra processes via white noise analysis
• Central limit theorems for non-linear functionals of Gaussian fields
• Limit theorems for the nonlinear functional of stationary Gaussian processes
• Renormalized self-intersection local time for fractional Brownian motion
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• The functional Breuer-Major theorem
• A CLT concerning critical points of random functions on a Euclidean space
• Central limit theorems for sequences of multiple stochastic integrals
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Random Fields and Geometry
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