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The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in… Click to show full abstract
The main result of this paper is the rate of convergence to Hermite-type distributions in non-central limit theorems. To the best of our knowledge, this is the first result in the literature on rates of convergence of functionals of random fields to Hermite-type distributions with ranks greater than 2. The results were obtained under rather general assumptions on the spectral densities of random fields. These assumptions are even weaker than in the known convergence results for the case of Rosenblatt distributions. Additionally, Levy concentration functions for Hermite-type distributions were investigated.
Journal Title: Bernoulli
Year Published: 2019
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