Summary
Limit theorems for sums of nonlinear functionals of Gaussian sequences typically obtain as limit distribution that of a single term in an expansion given by Dobrushin [1] for a process subordinate to a Gaussian process. Here we show how one can obtain limit theorems of this type where the limit distribution is that of a full expansion of Dobrushin's type.
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This research is supported in part by Office of Naval Research contract N00014-81-K-003 and National Science Foundation Grant No. DMS 83-12106
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Rosenblatt, M. Remarks on limit theorems for nonlinear functionals of Gaussian sequences. Probab. Th. Rel. Fields 75, 1–10 (1987). https://doi.org/10.1007/BF00320078
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DOI: https://doi.org/10.1007/BF00320078