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Non-central limit theorems for random fields subordinated to gamma-correlated random fields
- Publication Year :
- 2015
-
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.
- Subjects :
- Mathematics - Spectral Theory
Mathematics - Probability
60G60, 60G18, 60F99
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1504.00813
- Document Type :
- Working Paper