ON STATISTICAL PROPERTIES OF NONLINEAR FUNCTIONALS OF RANDOM FIELDS

DOI10.1017/S0004972720000970zbMath1457.60074OpenAlexW3137494743MaRDI QIDQ5857602

Dareen Omari

Publication date: 1 April 2021

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972720000970

zbMATH Keywords

stochastic partial differential equationslong-range dependencespherical random fieldsshort-range dependencenoncentral limit theoremsHermite distributionsreduction principle

Mathematics Subject Classification ID

Random fields (60G60) Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) PDEs on manifolds (35R01)

Cites Work

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• Sojourn measures of Student and Fisher-Snedecor random fields
• Reduction principle for functionals of vector random fields
• Random spherical hyperbolic diffusion
• Tauberian and Abelian theorems for long-range dependent random fields
• Long-Memory Processes

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