11. Multidimensional Central Limit Theorem and Gaussian Processes

Probability ◽  
1992 ◽  
pp. 233-247
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Gaussian Processes ◽  
Multidimensional Central Limit Theorem

scholarly journals On the estimation of the remainder term in the multidimensional central limit theorem

1971 ◽  
Vol 11 (4) ◽  
pp. 905-910
Author(s):  
H. Jasiūnas
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Remainder Term ◽  
Multidimensional Central Limit Theorem

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: Г. Ясюнас. Об оценке остаточного члена в многомерной центральной предельной теореме H. Jasiūnas. Liekamoje nario įvertinimas daugiamatėje centrinėje ribinėje teoremoje

Central limit theorem for wave-functionals of Gaussian processes

1999 ◽  
Vol 31 (01) ◽  
pp. 158-177 ◽  
Author(s):  
Vladimir Piterbarg ◽  
Igor Rychlik
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Gaussian Processes ◽  
Sample Paths

In this paper a central limit theorem is proved for wave-functionals defined as the sums of wave amplitudes observed in sample paths of stationary continuously differentiable Gaussian processes. Examples illustrating this theory are given.

scholarly journals Limit theorems for multivariate Brownian semistationary processes and feasible results

2019 ◽  
Vol 51 (03) ◽  
pp. 667-716
Author(s):  
Riccardo Passeggeri ◽  
Almut E. D. Veraart
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Asymptotic Behaviour ◽  
Central Limit ◽  
Gaussian Processes ◽  
Limit Theorems ◽  
Laws Of Large Numbers ◽  
Stationary Increments ◽  
Large Numbers ◽  
Weak Laws

AbstractIn this paper we introduce the multivariate Brownian semistationary (BSS) process and study the joint asymptotic behaviour of its realised covariation using in-fill asymptotics. First, we present a central limit theorem for general multivariate Gaussian processes with stationary increments, which are not necessarily semimartingales. Then, we show weak laws of large numbers, central limit theorems, and feasible results for BSS processes. An explicit example based on the so-called gamma kernels is also provided.

On the asymptotic distribution of multivariate renewal processes

1984 ◽  
Vol 21 (3) ◽  
pp. 639-645 ◽  
Author(s):  
Ştefan P. Niculescu
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Rate Of Convergence ◽  
Asymptotic Distribution ◽  
Central Limit ◽  
Renewal Theory ◽  
Renewal Processes ◽  
Limit Distributions ◽  
Multidimensional Central Limit Theorem

Using a result of Bikjalis (1971) concerning the rate of convergence in the multidimensional central limit theorem we obtain informations about some limit distributions in multivariate renewal theory.

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