CENTRAL LIMIT-THEOREMS FOR SUMS OF WICK PRODUCTS OF STATIONARY-SEQUENCES

被引:6
作者
AVRAM, F [1 ]
FOX, R [1 ]
机构
[1] BOSTON COLL,DEPT MATH,CHESTNUT HILL,MA 02167
关键词
POWER COUNTING CONDITIONS; GENERALIZED HOLDER INEQUALITY; GENERALIZED SZEGO THEOREM; BOND MATROID; DIAGRAM FORMULAS;
D O I
10.2307/2153927
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We show, by the method of cumulants, that checking whether the central limit theorem for sums of Wick powers of a stationary sequence holds can be reduced to the study of an associated graph problem (see Corollary 1). We obtain thus central limit theorems under various integrability conditions on the cumulant spectral functions (Theorems 2, 3).
引用
收藏
页码:651 / 663
页数:13
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