Almost sure central limit theorems on the Wiener space
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| hal.structure.identifier | Advanced Learning Evolutionary Algorithms [ALEA] | |
| dc.contributor.author | BERCU, Bernard | |
| hal.structure.identifier | Laboratoire de Probabilités et Modèles Aléatoires [LPMA] | |
| dc.contributor.author | NOURDIN, Ivan | |
| hal.structure.identifier | Department of Mathematics and Statistics [Boston] | |
| dc.contributor.author | TAQQU, Murad | |
| dc.date.created | 2009-04-14 | |
| dc.date.issued | 2010 | |
| dc.identifier.issn | 0304-4149 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | Elsevier | |
| dc.subject.en | Almost sure limit theorem | |
| dc.subject.en | multiple stochastic integrals | |
| dc.subject.en | fractional Brownian motion | |
| dc.subject.en | Hermite power variation | |
| dc.subject.en | Almost sure limit theorem | |
| dc.title.en | Almost sure central limit theorems on the Wiener space | |
| dc.type | Article de revue | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 0912.2398 | |
| bordeaux.journal | Stochastic Processes and their Applications | |
| bordeaux.page | 1607-1628 | |
| bordeaux.volume | 120 | |
| bordeaux.issue | 9 | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-00375290 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-00375290v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastic%20Processes%20and%20their%20Applications&rft.date=2010&rft.volume=120&rft.issue=9&rft.spage=1607-1628&rft.epage=1607-1628&rft.eissn=0304-4149&rft.issn=0304-4149&rft.au=BERCU,%20Bernard&NOURDIN,%20Ivan&TAQQU,%20Murad&rft.genre=article |
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