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High-frequency asymptotics for subordinated stationary fields on an abelian compact group. (English) Zbl 1143.60007
Let \(G\) be a connected compact second countable abelian group, \(\widehat G\) be its character group, \(T=\{T(g):g\in G\}\) be a real valued stationary Gaussian field. Put \(F[T](g)=F(T(g)), \;g\in G\), where \(F\in L^2(\mathbb{R}, \exp({-x^2}/2)dx)\), and \(\widetilde a_\chi(F)=\int_G F[T](g)\chi(g^{-1})dg, \;\chi\in \widehat G\). The aim of the article is to establish sufficient (and in many cases, also necessary) conditions when the following CLT holds:
\[ \mathbb{E}[| \tilde a_\chi(F)| ^2]^{1/2}\tilde a_\chi(F)\overset{law}{\longrightarrow} N+iN', \] where \(N\) and \(N'\) are two independent centered Gaussian random variables with common variance equal to \(1/2\). The convergence means that an infinite sequence elements \(\{\chi_l\}\) of \(\widehat G\) is taken and the limit is taken as \(l\rightarrow +\infty\). The proofs of the main results involved recently established criteria for the weak convergence of multiple Winer–Itô integrals.

60B15 Probability measures on groups or semigroups, Fourier transforms, factorization
60F05 Central limit and other weak theorems
60G60 Random fields
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