Continuous Breuer-Major theorem for vector valued fields

David Nualart, Abhishek Tilva

Let $\xi :\Omega \times {\mathbb{R}}^n\to \mathbb{R}$ be zero mean, mean-square continuous, stationary, Gaussian random field with covariance function $r(x)=\mathbb{E}[\xi (0)\xi (x)]$ and let…