Almost sure central limit theorems on the Wiener space
BERCU, Bernard
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Advanced Learning Evolutionary Algorithms [ALEA]
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Advanced Learning Evolutionary Algorithms [ALEA]
BERCU, Bernard
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Advanced Learning Evolutionary Algorithms [ALEA]
< Reduce
Institut de Mathématiques de Bordeaux [IMB]
Quality control and dynamic reliability [CQFD]
Advanced Learning Evolutionary Algorithms [ALEA]
Language
en
Article de revue
This item was published in
Stochastic Processes and their Applications. 2010, vol. 120, n° 9, p. 1607-1628
Elsevier
English Abstract
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 ...Read more >
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.Read less <
English Keywords
Almost sure limit theorem
multiple stochastic integrals
fractional Brownian motion
Hermite power variation
Almost sure limit theorem
Origin
Hal imported