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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 |
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Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
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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 |