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Non-central limit theorems for random fields subordinated to gamma-correlated random fields. (English) Zbl 1407.60074

Summary: A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in \(d\)-dimensional space. As a particular case, integrals of non-linear functions of chi-squared random fields, with Laguerre rank being equal to one and two, are studied. When the Laguerre rank is equal to one, the characteristic function of the limit random variable, given by a Rosenblatt-type distribution, is obtained. When the Laguerre rank is equal to two, a multiple Wiener-Itô stochastic integral representation of the limit distribution is derived and an infinite series representation, in terms of independent random variables, is obtained for the limit.

MSC:

60G60 Random fields
60F05 Central limit and other weak theorems
60H05 Stochastic integrals
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