Title of article :
Central limit theorem for wave-functionals of Gaussian processes
Author/Authors :
Piterbarg، Vladimir نويسنده , , Rychlik، Igor نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1999
Abstract :
In this paper a central limit theorem is proved for wave-functionals defined as the sums of wave amplitudes observed in sample paths of stationary continuously differentiable Gaussian processes. Examples illustrating this theory are given.
Keywords :
Markov chain Monte Carlo simulation , Levy process , Present value
Journal title :
Advances in Applied Probability
Journal title :
Advances in Applied Probability