Almost sure central limit theorems on the Wiener space - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Stochastic Processes and their Applications Année : 2010

Almost sure central limit theorems on the Wiener space

Résumé

In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems for these non-linear functions when they converge in law to a normal distribution.
Fichier principal
Vignette du fichier
ASCLT-revised-V4.pdf (264.45 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00375290 , version 1 (14-04-2009)
hal-00375290 , version 2 (11-12-2009)

Identifiants

Citer

Bernard Bercu, Ivan Nourdin, Murad S. Taqqu. Almost sure central limit theorems on the Wiener space. Stochastic Processes and their Applications, 2010, 120 (9), pp.1607-1628. ⟨hal-00375290v2⟩
409 Consultations
320 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More