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dc.contributor.advisorNualart, David
dc.contributor.authorHallare, Ferdinand
dc.date.accessioned2010-03-18T13:37:25Z
dc.date.available2010-03-18T13:37:25Z
dc.date.issued2009-12-10
dc.date.submitted2009
dc.identifier.otherhttp://dissertations.umi.com/ku:10664
dc.identifier.urihttp://hdl.handle.net/1808/6010
dc.description.abstractThe aim of this thesis is to study and show, as described in the works of Nualart, that a sequence of functionals of Gaussian processes that belongs to a Wiener chaos of fixed order converges in distribution to a standard normal law. First, we will prove this in the finite-dimensional case and then extend this to the infinite-dimensional case. As an example, we will illustrate the classical Central Limit Theorem. We will also show how to apply our result to Gaussian Moving Averages.
dc.format.extent62 pages
dc.language.isoEN
dc.publisherUniversity of Kansas
dc.rightsThis item is protected by copyright and unless otherwise specified the copyright of this thesis/dissertation is held by the author.
dc.subjectMathematics
dc.subjectStatistics
dc.subjectCentral limit theorem
dc.subjectGaussian processes
dc.subjectWiener chaos
dc.titleA Central Limit Theorem for Functionals of Gaussian Processes
dc.typeThesis
dc.contributor.cmtememberPasik-Duncan, Bozenna
dc.contributor.cmtememberTalata, Zsolt
dc.thesis.degreeDisciplineMathematics
dc.thesis.degreeLevelM.A.
kusw.oastatusna
kusw.oapolicyThis item does not meet KU Open Access policy criteria.
kusw.bibid7078781
dc.rights.accessrightsopenAccess


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