Leonenko, NikolaiRuiz-Medina, M. DoloresTaqqu, Murad S.2019-08-222019-08-222017-11-01Nikolai Leonenko, M. Dolores Ruiz-Medina, Murad S Taqqu. 2017. "Non-central limit theorems for random fields subordinated to gamma-correlated random fields." BERNOULLI, Volume 23, Issue 4B, pp. 3469 - 3507 (39). https://doi.org/10.3150/16-BEJ8531350-72651573-9759https://hdl.handle.net/2144/37214A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. As a particular case, integrals of non-linear functions of chi-squared random fields, with Laguerre rank being equal to one and two, are studied. When the Laguerre rank is equal to one, the characteristic function of the limit random variable, given by a Rosenblatt-type distribution, is obtained. When the Laguerre rank is equal to two, a multiple Wiener–Itô stochastic integral representation of the limit distribution is derived and an infinite series representation, in terms of independent random variables, is obtained for the limit.3469 - 3507 (39)Science & technologyPhysical sciencesStatistics & probabilityMathematicsHermite expansionLaguerre expansionMultiple Wiener-Ito stochastic integralsNon-central limit resultsReduction theoremsSeries expansionsStatisticsEconometricsStatistics & probabilityNon-central limit theorems for random fields subordinated to gamma-correlated random fieldsArticle10.3150/16-BEJ8530000-0002-1145-9082 (Taqqu, Murad S)54261