On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)

DOI10.1016/0304-4149(86)90102-XzbMath0604.60026OpenAlexW2055632796WikidataQ128108979 ScholiaQ128108979MaRDI QIDQ1083112

Dieter Kadelka, Heinz Cremers

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90102-x

zbMATH Keywords

finite dimensional distributionsNecessary and sufficient conditions for weak tightnessweak convergence of certain functionals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Spaces of measures, convergence of measures (28A33) Convergence of probability measures (60B10)

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Cites Work

• On weak convergence of stochastic processes with Lusin path spaces
• Weak convergence of the weighted empirical quantile process in \(L^ 2(0,1)\)
• On weak convergence of integral functionals of stochastic processes with applications to processes taking paths in \(L^ E_ p\)
• Convergence of distributions of integral functionals
• Induced weak convergence and random measures
• A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes
• A limit theorem for measurable random processes and its applications
• Convergence of Measurable Random Functions
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