La Trobe

On rate of convergence in non-central limit theorems

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posted on 2025-05-27, 06:57 authored by ANH Vo, N Leonenko, Andriy OlenkoAndriy Olenko, Volodymyr Vaskovych
The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in the literature on rates of convergence of functionals of random fields to Hermite-type distributions with ranks greater than 2. The results were obtained under rather general assumptions on the spectral densities of random fields. These assumptions are even weaker than in the known convergence results for the case of Rosenblatt distributions. Additionally, Lévy concentration functions for Hermite-type distributions were investigated.

Funding

Vo Anh, Nikolai Leonenko and Andriy Olenko were partially supported under the Australian Research Council's Discovery Projects funding scheme (project number DP160101366).

New Methods in Theory and Cosmic Applications of Spherical Random Fields

Australian Research Council

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Nikolai Leonenko was partially supported by the project MTM2012-32674 (co-funded with FEDER) of the DGI, MINECO, and under Cardiff Incoming Visiting Fellowship Scheme and International Collaboration Seedcorn Fund.

Andriy Olenko was partially supported by the La Trobe University DRP Grant in Mathematical and Computing Sciences.

History

Publication Date

2019-11-01

Journal

Bernoulli

Volume

25

Issue

4A

Pagination

29p. (p. 2920-2948)

Publisher

Taylor & Francis

ISSN

1350-7265

Rights Statement

© 2019 ISI/Bernoulli Society for Mathematical Statistics and Probability

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