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On rate of convergence in non-central limit theorems

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posted on 2024-07-11, 14:41 authored by Vo AnhVo Anh, Nikolai Leonenko, Andriy Olenko, Volodymyr Vaskovych
The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in the literature on rates of convergence of functionals of random fields to Hermite-type distributions with ranks greater than 2. The results were obtained under rather general assumptions on the spectral densities of random fields. These assumptions are even weaker than in the known convergence results for the case of Rosenblatt distributions. Additionally, Lévy concentration functions for Hermite-type distributions were investigated.

Funding

New Methods in Theory and Cosmic Applications of Spherical Random Fields

Australian Research Council

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PDF (Published version)

ISSN

1350-7265

Journal title

Bernoulli

Volume

25

Issue

4A

Pagination

28 pp

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Copyright statement

Copyright © 2019 ISI/BS. The published version of record is hosted here for open access with the permission of the publisher.

Language

eng

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