CLT and other limit theorems for functionals of Gaussian processes

  • L. Giraitis
  • D. Surgailis


Conditions for the CLT for non-linear functionals of stationary Gaussian sequences are discussed, with special references to the borderline between the CLT and the non-CLT. Examples of the non-CLT for such functionals with the norming factor\(\sqrt N \) are given.


Limit Theorem Central Limit Theorem Gaussian Process Hermite Polynomial Dependent Random Variable 
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Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • L. Giraitis
    • 1
  • D. Surgailis
    • 1
  1. 1.Institute of Mathematics and CyberneticsVilniusUSSR

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