Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields

The central limit theorem is proved for the integral-type functionals of nonlinear transformations of two-and three-dimensional uniform isotropic Gaussian random fields. A theorem on convergence of finite-dimensional distributions of these functionals to the corresponding distributions of the Wiener...

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Date:1993
Main Authors: Deriev, I. I., Дериев, И. И.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1993
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5834
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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author Deriev, I. I.
Дериев, И. И.
Дериев, И. И.
author_facet Deriev, I. I.
Дериев, И. И.
Дериев, И. И.
author_sort Deriev, I. I.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
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datestamp_date 2020-03-19T09:18:55Z
description The central limit theorem is proved for the integral-type functionals of nonlinear transformations of two-and three-dimensional uniform isotropic Gaussian random fields. A theorem on convergence of finite-dimensional distributions of these functionals to the corresponding distributions of the Wiener process is also established.
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spelling umjimathkievua-article-58342020-03-19T09:18:55Z Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields Асимптотическая нормальность сферических средних нелинейных функционалов от гауссовских случайных полей Deriev, I. I. Дериев, И. И. Дериев, И. И. The central limit theorem is proved for the integral-type functionals of nonlinear transformations of two-and three-dimensional uniform isotropic Gaussian random fields. A theorem on convergence of finite-dimensional distributions of these functionals to the corresponding distributions of the Wiener process is also established. Доказаны центральная предельная теорема для функционалов интегрального типа от нелинейных преобразований гауссовских дву- и трехмерных однородных изотропных случайных полей и теорема о сходимости конечномерных распределений этих функционалов к соответствующим распределениям винеровского процесса. Institute of Mathematics, NAS of Ukraine 1993-04-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5834 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 4 (1993); 472–480 Український математичний журнал; Том 45 № 4 (1993); 472–480 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5834/8351 https://umj.imath.kiev.ua/index.php/umj/article/view/5834/8352 Copyright (c) 1993 Deriev I. I.
spellingShingle Deriev, I. I.
Дериев, И. И.
Дериев, И. И.
Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
title Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
title_alt Асимптотическая нормальность сферических средних нелинейных функционалов от гауссовских случайных полей
title_full Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
title_fullStr Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
title_full_unstemmed Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
title_short Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields
title_sort asymptotic normality of spherical means of nonlinear functionals of gaussian random fields
url https://umj.imath.kiev.ua/index.php/umj/article/view/5834
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