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hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
hal.structure.identifierQuality control and dynamic reliability [CQFD]
hal.structure.identifierAdvanced Learning Evolutionary Algorithms [ALEA]
dc.contributor.authorBERCU, Bernard
hal.structure.identifierLaboratoire de Probabilités et Modèles Aléatoires [LPMA]
dc.contributor.authorNOURDIN, Ivan
hal.structure.identifierDepartment of Mathematics and Statistics [Boston]
dc.contributor.authorTAQQU, Murad
dc.date.created2009-04-14
dc.date.issued2010
dc.identifier.issn0304-4149
dc.description.abstractEnIn 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.isoen
dc.publisherElsevier
dc.subject.enAlmost sure limit theorem
dc.subject.enmultiple stochastic integrals
dc.subject.enfractional Brownian motion
dc.subject.enHermite power variation
dc.subject.enAlmost sure limit theorem
dc.title.enAlmost sure central limit theorems on the Wiener space
dc.typeArticle de revue
dc.subject.halMathématiques [math]/Probabilités [math.PR]
dc.identifier.arxiv0912.2398
bordeaux.journalStochastic Processes and their Applications
bordeaux.page1607-1628
bordeaux.volume120
bordeaux.issue9
bordeaux.peerReviewedoui
hal.identifierhal-00375290
hal.version1
hal.popularnon
hal.audienceInternationale
hal.origin.linkhttps://hal.archives-ouvertes.fr//hal-00375290v1
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