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Zapiski Nauchnykh Seminarov POMI, 2005, Volume 328, Pages 221–229 (Mi znsl316)  

This article is cited in 1 scientific paper (total in 1 paper)

Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence

V. N. Soleva, L. Gerville-Reacheb

a St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
b Université Victor Segalen Bordeaux 2
Full-text PDF (186 kB) Citations (1)
References:
Abstract: Let $\Gamma_n(f,g)=\sum\limits_{-n\le t,\,s\le n}\,g_{t-s}X_tX_s$ – be a Toeplitz quadratic form generated by a real valued function $g(u)=\sum\limits_{-\infty}^{\infty}\,g_ke^{iku}$ and stationary sequence $X_n$ with spectral density $f$. Many sufficient conditions of asymptotic normality of the normalized quadratic form $\Psi_n(f,g)$ have been proposed since 1958. A less restrictive one was given in the paper of L. Giraitis and D. Surgailis (1990). Using a linear operator approach, we suggest a new vision of the problem and propose a new sufficient condition on the couple of functions $(f,g)$ even more effective.
Received: 07.10.2005
English version:
Journal of Mathematical Sciences (New York), 2006, Volume 139, Issue 3, Pages 6625–6630
DOI: https://doi.org/10.1007/s10958-006-0378-1
Bibliographic databases:
UDC: 519.21
Language: Russian
Citation: V. N. Solev, L. Gerville-Reache, “Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence”, Probability and statistics. Part 9, Zap. Nauchn. Sem. POMI, 328, POMI, St. Petersburg, 2005, 221–229; J. Math. Sci. (N. Y.), 139:3 (2006), 6625–6630
Citation in format AMSBIB
\Bibitem{SolGer05}
\by V.~N.~Solev, L.~Gerville-Reache
\paper Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence
\inbook Probability and statistics. Part~9
\serial Zap. Nauchn. Sem. POMI
\yr 2005
\vol 328
\pages 221--229
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl316}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2214543}
\zmath{https://zbmath.org/?q=an:1089.60023}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 139
\issue 3
\pages 6625--6630
\crossref{https://doi.org/10.1007/s10958-006-0378-1}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-33750521782}
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  • https://www.mathnet.ru/eng/znsl/v328/p221
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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