The Annals of Probability, Vol. 41, No. 2 (March 2013), pp. 1088-1114 (27 pages) The limit Gaussian distribution of multivariate weighted functionals of nonlinear transformations of Gaussian ...
Transformations of a class of Gaussian processes to the Brownian motion are obtained by reproducing kernel Hilbert space methods. These transformations are such that the value of the transformed ...