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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2005 Volume 328, Pages 221–229 (Mi znsl316)

This article is cited in 1 paper

Large Toeplitz operators and quadratic form generated by stationary Gaussian sequence

V. N. Soleva, L. Gerville-Reacheb

a St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
b Université Victor Segalen Bordeaux 2

Abstract: Let $\Gamma_n(f,g)=\sum\limits_{-n\le t,\,s\le n}\,g_{t-s}X_tX_s$ – be a Toeplitz quadratic form generated by a real valued function $g(u)=\sum\limits_{-\infty}^{\infty}\,g_ke^{iku}$ and stationary sequence $X_n$ with spectral density $f$. Many sufficient conditions of asymptotic normality of the normalized quadratic form $\Psi_n(f,g)$ have been proposed since 1958. A less restrictive one was given in the paper of L. Giraitis and D. Surgailis (1990). Using a linear operator approach, we suggest a new vision of the problem and propose a new sufficient condition on the couple of functions $(f,g)$ even more effective.

UDC: 519.21

Received: 07.10.2005


 English version:
Journal of Mathematical Sciences (New York), 2006, 139:3, 6625–6630

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