Generalized Szegő theorems and asymptotics of cumulants by graphical methods

Author:

Avram Florin

Abstract

We obtain some general asymptotics results about a class of deterministic sums called "sums with dependent indices," which generalize a classical theorem of Szegö. The above type of sums is encountered when establishing convergence to the Gaussian distribution of sums of Wick products by the method of cumulants. Our asymptotic results reduce in this situation the proof of the central limit theorem to the study of the connectivity of a family of associated graphs.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Reference13 articles.

1. A generalized Hölder inequality and a generalized Szegő theorem;Avram, Florin;Proc. Amer. Math. Soc.,1989

2. On bilinear forms in Gaussian random variables and Toeplitz matrices;Avram, F.;Probab. Theory Related Fields,1988

3. Central limit theorems for sums of Wick products of stationary sequences;Avram, Florin;Trans. Amer. Math. Soc.,1992

4. R. Bixby, Matroids and operations research, Preprint.

5. Central limit theorems for nonlinear functionals of Gaussian fields;Breuer, Peter;J. Multivariate Anal.,1983

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