Papers
Topics
Authors
Recent
Search
2000 character limit reached

Non-central limit theorems for random fields subordinated to gamma-correlated random fields

Published 3 Apr 2015 in math.SP and math.PR | (1504.00813v1)

Abstract: A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. In the particular case of a non-linear function of a chi-squared random field with Laguerre rank equal to one, we apply the Karhunen-Lo\'eve expansion and the Fredholm determinant formula to obtain the characteristic function of its Rosenblatt-type limit distribution. When the Laguerre rank equals one and two, we obtain the multiple Wiener-It^o stochastic integral representation of the limit distribution. In both cases, an infinite series representation in terms of independent random variables is constructed for the limit random variables.

Summary

No one has generated a summary of this paper yet.

Paper to Video (Beta)

No one has generated a video about this paper yet.

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.