CONTINUOUS BREUER–MAJOR THEOREM: TIGHTNESS AND NONSTATIONARITY
CONTINUOUS BREUER–MAJOR THEOREM: TIGHTNESS AND NONSTATIONARITY
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Full title
Author / Creator
Publisher
Institute of Mathematical Statistics
Journal title
Language
English
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Publication information
Publisher
Institute of Mathematical Statistics
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Scope and Contents
Contents
Let Y = (Y(t))t≥0
be a zero-mean Gaussian stationary process with covariance function ρ : ℝ → ℝ satisfying ρ(0) = 1. Let f : ℝ → ℝ be a square-integrable function with respect to the standard Gaussian measure, and suppose the Hermite rank of f is d ≥ 1. If ∫R
|ρ(s)|d ds < ∞, then the celebrated Breuer–Major theorem (in its continuous version)...
Alternative Titles
Full title
CONTINUOUS BREUER–MAJOR THEOREM: TIGHTNESS AND NONSTATIONARITY
Authors, Artists and Contributors
Author / Creator
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Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1214_19_AOP1357
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1214_19_AOP1357
Other Identifiers
ISSN
0091-1798
E-ISSN
2168-894X
DOI
10.1214/19-AOP1357
