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dc.contributor.authorAvram, Florinen_US
dc.contributor.authorTaqqu, Murad S.en_US
dc.date.accessioned2018-09-05T15:26:55Z
dc.date.available2018-09-05T15:26:55Z
dc.date.issued1984-11
dc.identifierhttps://ecommons.cornell.edu/handle/1813/8527
dc.identifierhttp://ecommons.cornell.edu/handle/1813/8527
dc.identifier.citationF Avram, M Taqqu. 1984. "Generalized Powers of Strongly Dependent Random Variables." Cornell University School of Operations Research and Industrial Engineering Technical Report, Volume 643, http://hdl.handle.net/1813/8527
dc.identifier.urihttps://hdl.handle.net/2144/31167
dc.description.abstractGeneralized powers of strongly dependent random variablesen_US
dc.description.abstractDobrushin, Major and Taqqu have studied the weak convergence of normalized sums of Hm(Yk) where Hm is the Hermite polynomial of order m and where {Yk} is a strongly dependent stationary Gaussian sequence. The limiting process Zm(t) is non-Gaussian when m > l. We study here the weak convergence to Zm(t) of normalized sums of stationary sequences {Uk}. These Uk can be off-diagonal multilinear forms or they can be of the form Uk = pm(\) where the polynomial pm is a generalized power and where \ is a strongly dependent non-Gaussian finite variance moving average.en_US
dc.description.sponsorshipResearch supported by the National Science Foundation grant ECS-84-08524 at Cornell Universityen_US
dc.languageen_US
dc.publisherCornell University Operations Research and Industrial Engineeringen_US
dc.relation.ispartofSchool of Operations Research and Industrial Engineering Technical Report
dc.subjectAppell polynomialsen_US
dc.subjectSelf-similar processesen_US
dc.subjectMultiple Wiener-Ito integralsen_US
dc.subjectLong-range dependenceen_US
dc.subjectWeak convergenceen_US
dc.subjectOperations researchen_US
dc.subjectIndustrial engineeringen_US
dc.subjectTechnical reporten_US
dc.titleGeneralized powers of strongly dependent random variablesen_US
dc.typeTechnical Reporten_US
pubs.elements-sourcemanual-entryen_US
pubs.notesAlso published as: Seminar Notes on Multiple Stochastic Integration, Polynomial Chaos and their Applications, No. 85-34. Math. and Stat. Case Western Reserve: Cleveland (1985).en_US
pubs.notesEmbargo: Not knownen_US
pubs.notesTechnical Report. In Open Access. See http://guides.library.cornell.edu/ecommons/accesspolicy and http://guides.library.cornell.edu/ecommons/termsen_US
pubs.organisational-groupBoston Universityen_US
pubs.organisational-groupBoston University, College of Arts & Sciencesen_US
pubs.organisational-groupBoston University, College of Arts & Sciences, Department of Mathematics & Statisticsen_US
pubs.publication-statusPublisheden_US
dc.identifier.orcid0000-0002-1145-9082 (Taqqu, M)


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