Almost sure central limit theorems on the Wiener space
Idioma
en
Article de revue
Este ítem está publicado en
Stochastic Processes and their Applications. 2010, vol. 120, n° 9, p. 1607-1628
Elsevier
Resumen en inglés
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 ...Leer más >
Palabras clave en inglés
Almost sure limit theorem
multiple stochastic integrals
fractional Brownian motion
Hermite power variation
Almost sure limit theorem