Семинар Добрушинской математической лаборатории ИППИ РАН
17 декабря, вторник, 16:00, ауд. 307.
Peter Major (Math. Institute, Budapest):
Non-central limit theorems for non-linear functionals of vector valued
Gaussian stationary random sequences
Abstract:
Our main problem is the description of possible limit theorems for
non-linear functionals of vector valued Gaussian stationary random
sequences. In the scalar valued case we have proved such a result
with R.L. Dobrushin. Now we want to prove its multivariate version.
We build up a correct theory about the Wiener-Ito integral
representation of non-linear functionals of multivariate stationary
Gaussian random sequences.
Архив прошедших семинаров Добрушинской лаборатории
| 14.12.2019 | Комеч Сергей Александрович |