dc.contributor.author Bell, Denis dc.contributor.author Nualart, David dc.date.accessioned 2018-11-13T19:50:42Z dc.date.available 2018-11-13T19:50:42Z dc.date.issued 2017 dc.identifier.citation Bell, Denis; Nualart, David. Noncentral limit theorem for the generalized Hermite process. Electron. Commun. Probab. 22 (2017), paper no. 66, 13 pp. doi:10.1214/17-ECP99. https://projecteuclid.org/euclid.ecp/1511427621 en_US dc.identifier.uri http://hdl.handle.net/1808/27322 dc.description.abstract We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes Zγ with kernels defined by parameters γ taking values in a tetrahedral region Δ of $\RR^q$. We prove that, as γ converges to a face of Δ, the process Zγ converges to a compound Gaussian distribution with random variance given by the square of a Rosenblatt process of one lower rank. The convergence in law is shown to be stable. This work generalizes a previous result of Bai and Taqqu, who proved the result in the case q=2 and without stability. en_US dc.publisher Institute of Mathematical Statistics en_US dc.rights This article is distributed under the terms of the Creative Commons Attribution License (CC-BY 4.0), which permits any use, distribution and reproduction in any medium, provided the original author(s) and source are credited. en_US dc.rights.uri https://creativecommons.org/licenses/by/4.0/ en_US dc.title Noncentral limit theorem for the generalized Rosenblatt process en_US dc.type Article en_US kusw.kuauthor Nualart, David kusw.kudepartment Mathematics en_US dc.identifier.doi 10.1214/17-ECP99 kusw.oaversion Scholarly/refereed, publisher version en_US kusw.oapolicy This item meets KU Open Access policy criteria. en_US dc.rights.accessrights openAccess en_US
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