Sur la propriété de la limite centrale dans \({\mathcal D}[0,1]\). (On the central limit theorem in \({\mathcal D}[0,1]\)) (Q1190298)
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English | Sur la propriété de la limite centrale dans \({\mathcal D}[0,1]\). (On the central limit theorem in \({\mathcal D}[0,1]\)) |
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Sur la propriété de la limite centrale dans \({\mathcal D}[0,1]\). (On the central limit theorem in \({\mathcal D}[0,1]\)) (English)
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27 September 1992
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Let \(X=\{X(t),\;t\in[0,1]\}\) be a random function on \([0,1]\) with values in a complete metric space \((M,d)\). In terms of random variables \(\min\{d(X(s),X(t)),\;d(X(t),X(u))\}\) there are given some criteria for the processes \(X\) to belong to the space \(D([0,1],M)\) and criteria for the tightness of the laws in \(D([0,1],M)\) (= the space of functions on \([0,1]\) with values in \(M\), which are right continuous and have left limits). In the case \(M=R\) the central limit theorem is studied. For the previous results on the central limit theorem see the papers of \textit{M. G. Hahn} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 44, 89-101 (1978; Zbl 0364.60022)] and reviewer and \textit{Ch. Stieve} [Lith. Math. J. 30, No. 3, 267-276 (1990) and Litov. Mat. Sb. 30, No. 3, 567-579 (1990; Zbl 0709.60017)].
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cadlag processes
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complete metric space
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central limit theorem
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