| Title:
|
Central limit theorem for Hölder processes on $\Bbb R^m$-unit cube (English) |
| Author:
|
Klicnarová, Jana |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
48 |
| Issue:
|
1 |
| Year:
|
2007 |
| Pages:
|
83-91 |
| . |
| Category:
|
math |
| . |
| Summary:
|
We consider a sequence of stochastic processes $(X_n(\bold t), \bold t\in [0,1]^m)$ with continuous trajectories and we show conditions for the tightness of the sequence in the Hölder space with a parameter $\gamma$. (English) |
| Keyword:
|
Hölder space |
| Keyword:
|
tightness |
| Keyword:
|
weak convergence |
| MSC:
|
60F05 |
| MSC:
|
60F17 |
| MSC:
|
60G50 |
| idZBL:
|
Zbl 1199.60101 |
| idMR:
|
MR2338831 |
| . |
| Date available:
|
2009-05-05T17:01:28Z |
| Last updated:
|
2012-05-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/119640 |
| . |
| Reference:
|
Billingsley P.: Convergence of Probability Measures.Wiley, New York. Zbl 0944.60003, MR 1700749 |
| Reference:
|
Ledoux M., Talagrand M.: Probability in Banach Spaces.Springer, New York. Zbl 0748.60004 |
| Reference:
|
Lamperti J.: On convergence of stochastic processes.Trans. Amer. Math. Soc. 104 430-435. Zbl 0113.33502, MR 0143245 |
| Reference:
|
Hamadouche D.: Invariance principles in Hölder spaces.Portugal. Math. 57 127-153. Zbl 0965.60011, MR 1759810 |
| Reference:
|
Kerkyacharian G., Roynette B.: Une démonstration simple des théorèmes de Kolmogorov, Donsker et Ito-Nisio.C.R. Acad. Sci. Paris Sér. Math. I 312 877-882. Zbl 0764.60008, MR 1108512 |
| Reference:
|
Račkauskas A., Suquet C.: Random fields and central limit theorem in some generalized Hölder spaces.Proceedings of the 7th international Vilnius conference, pp.599-616. |
| Reference:
|
Račkauskas A., Suquet C.: Invariance principles for adaptive self-normalized partial sums processes.Stochastic Process. Appl. 95 63-81. MR 1847092 |
| Reference:
|
Račkauskas A., Suquet C.: Central limit theorems in Hölder topologies for Banach space valued random fields.Theory Probab. Appl. 49 1 77-92. MR 2141332 |
| . |
