Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Avram, Florin, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Sakhno, Ludmila 2015. Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Stochastic Processes and their Applications 125 (4) , pp. 1629-1652. 10.1016/j.spa.2014.11.010

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Abstract

We obtain central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities. The proofs are based on the Hölder–Young–Brascamp–Lieb inequality.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Mathematics
Subjects:	Q Science > QA Mathematics
Uncontrolled Keywords:	Integral of random fields; Asymptotic normality; Higher-order spectral densities; Hölder–Young–Brascamp–Lieb inequality
Publisher:	Elsevier
ISSN:	0304-4149
Date of First Compliant Deposit:	30 March 2016
Date of Acceptance:	12 November 2014
Last Modified:	02 Dec 2024 05:30
URI:	https://orca.cardiff.ac.uk/id/eprint/68355

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