Asymptotic normality of spherical means of nonlinear functionals of Gaussian random fields

Authors

  • I. I. Deriev

Abstract

The central limit theorem is proved for the integral-type functionals of nonlinear transformations of two-and three-dimensional uniform isotropic Gaussian random fields. A theorem on convergence of finite-dimensional distributions of these functionals to the corresponding distributions of the Wiener process is also established.

Published

25.04.1993

Issue

Section

Research articles