Central limit theorem for wave-functionals of Gaussian processes

被引：4

作者：

Piterbarg, V ^{[1
]}

Rychlik, I

机构：

[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow 119899, Russia

[2] Univ Lund, Ctr Math Sci, S-22100 Lund, Sweden

来源：

ADVANCES IN APPLIED PROBABILITY | 1999年 / 31卷 / 01期

关键词：

crossings; Slepian models; strong mixing property; central limit theorem;

D O I：

10.1017/S0001867800009009

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper a central limit theorem is proved for wave-functionals defined as the sums of wave amplitudes observed in sample paths of stationary continuously differentiable Gaussian processes. Examples illustrating this theory are given. AMS 1991 Subject Classification: Primary 60G15; 60G35 Secondary 60K40; 60F05.

引用

页码：158 / 177

页数：20

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