On the rate of convergence to Rosenblatt-type distribution

Vo Anh; Nikolai Leonenko; Andriy Olenko

doi:10.1016/j.jmaa.2014.12.016

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arXiv · 1412.6860

On the rate of convergence to Rosenblatt-type distribution

Vo Anh·Nikolai Leonenko·Andriy Olenko

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Abstract

The main result of the article is the rate of convergence to the Rosenblatt-type distributions in non-central limit theorems. Specifications of the main theorem are discussed for several scenarios. In particular, special attention is paid to the Cauchy, generalized Linnik's, and local-global distinguisher random processes and fields. Direct analytical methods are used to investigate the rate of convergence in the uniform metric.

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BibTeX RIS

Vo Anh, Nikolai Leonenko, Andriy Olenko. 2014-12-22. On the rate of convergence to Rosenblatt-type distribution. https://doi.org/10.1016/j.jmaa.2014.12.016

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