Almost sure central limit theorems on the Wiener space
Langue
en
Article de revue
Ce document a été publié dans
Stochastic Processes and their Applications. 2010, vol. 120, n° 9, p. 1607-1628
Elsevier
Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
Almost sure limit theorem
multiple stochastic integrals
fractional Brownian motion
Hermite power variation
Almost sure limit theorem