Invariance principle for functions of stationarily connected Gaussian variables

DOI10.1007/BF01702326zbMath0531.60036OpenAlexW2034639326MaRDI QIDQ788390

V. V. Gorodetskiĭ

Publication date: 1984

Published in: Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01702326

zbMATH Keywords

multiple Ito integralZFM 397.60028ZFM 397.60034

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17) Renewal theory (60K05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A continuum of collision process limit theorems
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Convergence of integrated processes of arbitrary Hermite rank
• Non-central limit theorems for non-linear functional of Gaussian fields
• Fractional Brownian Motions, Fractional Noises and Applications
• The Invariance Principle for Stationary Processes
• Functional central limit theorems for strictly stationary processes satisfying the strong mixing condition

This page was built for publication: Invariance principle for functions of stationarily connected Gaussian variables