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Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence
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  • Published: March 1991

Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence

  • Norma Terrin1 &
  • Murad S. Taqqu1 

Probability Theory and Related Fields volume 90, pages 57–81 (1991)Cite this article

  • 76 Accesses

  • 10 Citations

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Summary

Normalized quadratic forms of moving averages converge to double Wiener-Itô integrals if the summands are sufficiently dependent. This result extends to sums of bivariate Appell polynomials of arbitrary degree.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Boston University, 02215, Boston, MA, USA

    Norma Terrin & Murad S. Taqqu

Authors
  1. Norma Terrin
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  2. Murad S. Taqqu
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Additional information

This research was supported at Boston University by the National Science Foundation grant DMS-88-05627 and by the AFSOR grant 89-0115

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Terrin, N., Taqqu, M.S. Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence. Probab. Th. Rel. Fields 90, 57–81 (1991). https://doi.org/10.1007/BF01321134

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  • Received: 07 July 1989

  • Revised: 02 January 1991

  • Issue Date: March 1991

  • DOI: https://doi.org/10.1007/BF01321134

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Keywords

  • Stochastic Process
  • Probability Theory
  • Quadratic Form
  • Mathematical Biology
  • Arbitrary Degree
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