Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156883 | Stochastic Processes and their Applications | 2010 | 22 Pages |
Abstract
In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems for these non-linear functions when they converge in law to a normal distribution.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Bernard Bercu, Ivan Nourdin, Murad S. Taqqu,