Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
Florin Avram, Nikolai Leonenko, and Ludmila Sakhno

TL;DR
This paper establishes central limit theorems for additive functionals of stationary fields by leveraging integrability conditions on higher-order spectral densities, expanding the theoretical understanding of such stochastic processes.
Contribution
It introduces new CLT results for stationary fields based on integrability assumptions on spectral densities, utilizing the Holder-Young-Brascamp-Lieb inequality.
Findings
Proves CLTs under specific spectral density integrability conditions
Utilizes Holder-Young-Brascamp-Lieb inequality for derivations
Provides a theoretical framework for analyzing additive functionals
Abstract
We prove central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities, which are derived using the Holder-Young-Brascamp-Lieb inequality.
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Taxonomy
TopicsStochastic processes and financial applications · Point processes and geometric inequalities · Advanced Banach Space Theory
