A central limit theorem for Hermitian polynomials of independent Gaussian variables

Autor:	A. V. Skorokhod, V. I. Stepakhno
Rok vydání:	1990
Předmět:	Combinatorics Zero mean Correlation operator symbols.namesake General Mathematics Gaussian symbols Sigma Asymptotic distribution Hermitian matrix Unit (ring theory) Mathematics Central limit theorem
Zdroj:	Ukrainian Mathematical Journal. 42:1515-1521
ISSN:	1573-9376 0041-5995
DOI:	10.1007/bf01060823
Popis:	The conditions of asymptotic normality of the variables\(\eta _n = _{1 \leqslant i_j< ...< i, \leqslant 11}^{ \Sigma H(\delta _{lj} ,...,\delta _{ir} )} \) are studied for n→∞ and m→∞, with H(x1, ..., xr) denoting Hermitian polynomials in (Rm)r, and the ξ1, ..., ξn being independent Gaussian vectors in X=Rm with a zero mean and a unit correlation operator.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::57f751b012b0e833f30e0ba89f0db5b3 https://doi.org/10.1007/bf01060823 Zobrazit plný text záznamu Full text from SpringerLink