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A Limit Theorem for Weyl Transformation in Infinite-Dimensional Torus and Central Limit Theorem for Correlated Multiple Wiener Integrals
http://hdl.handle.net/2261/1226
http://hdl.handle.net/2261/12265baf64de-1122-4498-995d-478526e65baf
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
jms070106.pdf (358.2 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2008-03-04 | |||||
| タイトル | ||||||
| タイトル | A Limit Theorem for Weyl Transformation in Infinite-Dimensional Torus and Central Limit Theorem for Correlated Multiple Wiener Integrals | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源 | http://purl.org/coar/resource_type/c_6501 | |||||
| タイプ | departmental bulletin paper | |||||
| 著者 |
Sugita, Hiroshi
× Sugita, Hiroshi |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | We show that under many of the probabilities on $\T^{\infty}$, infinite-dimensional torus, a random system $(1/\sqrt{N} \sum_{i=1}^N f(x_i+pα_i))$ converges to a centered Gaussian system whose covariance is determined only by the distribution of $(α_i)_{i=1}^{\infty}$ over $\T$. Moreover we show the convergence of a system of symmetric statistics to that of correlated multiple Wiener integrals defined by the Gaussian system. Also we study the central limit theorem for a sequence of the correlated multiple Wiener integrals. | |||||
| 書誌情報 |
Journal of mathematical sciences, the University of Tokyo 巻 7, 号 1, p. 99-146, 発行日 2000 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 13405705 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA11021653 | |||||
| フォーマット | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | application/pdf | |||||
| 日本十進分類法 | ||||||
| 主題Scheme | NDC | |||||
| 主題 | 415 | |||||
| Mathematical Reviews Number | ||||||
| MR1749982 | ||||||
| Mathmatical Subject Classification | ||||||
| 60F05(MSC1991) | ||||||
| 出版者 | ||||||
| 出版者 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
| 原稿受領日 | ||||||
| 1999-04-20 | ||||||
