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On the rate of convergence to Rosenblatt-type distribution

Anh, Vo, Leonenko, Nikolai N. and Olenko, Andriy 2015. On the rate of convergence to Rosenblatt-type distribution. Journal of Mathematical Analysis and Applications 425 (1) , pp. 111-132. 10.1016/j.jmaa.2014.12.016

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Abstract

The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid to the Cauchy, generalized Linnik's, and local-global distinguisher random processes and fields. Direct analytical methods are used to investigate the rate of convergence in the uniform metric.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Uncontrolled Keywords: Rate of convergence; Non-central limit theorems; Random field; Long-range dependence; Rosenblatt distribution; Generalized Linnik's covariance structure
Publisher: Elsevier
ISSN: 0022-247X
Date of First Compliant Deposit: 30 March 2016
Last Modified: 28 Jun 2019 06:56
URI: http://orca.cf.ac.uk/id/eprint/68356

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