Video library: Peter Major, Non-central limit theorems for non-linear functionals of vector valued Gaussian stationary random sequences

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International conference "Prokhorov and Probability Theory" dedicated to the 90th anniversary of birth of Yu. V. Prokhorov
December 16, 2019 15:00–15:45, Steklov Mathematical Institute, Faculty of Computational Mathematics and Cybernetics MSU, Moscow, Steklov Mathematical Institute of RAS, 8 Gubkina St., Conference hall, 9th floor

Non-central limit theorems for non-linear functionals of vector valued Gaussian stationary random sequences

Péter Major

Alfréd Rényi Institute of Mathematics, Hungary

Language: English