Classes de Donsker et fonctions d'entropie relatives aux mesures aléatoires. (Donsker classes and entropy function for random measures) (Q578740)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Classes de Donsker et fonctions d'entropie relatives aux mesures aléatoires. (Donsker classes and entropy function for random measures) |
scientific article |
Statements
Classes de Donsker et fonctions d'entropie relatives aux mesures aléatoires. (Donsker classes and entropy function for random measures) (English)
0 references
1987
0 references
The central limit theorem of \textit{R. M. Dudley} [Ann. Probab. 6, 899-929 (1978; Zbl 0404.60016)] for empirical processes indexed by sets \(C\in {\mathcal C}\) under a hypothesis on the ``metric entropy with inclusion '' of the class \({\mathcal C}\) is extended here to the case of sums of independent, identically distributed random measures. The empirical process case, in this more general setting, corresponds to random point masses.
0 references
central limit theorem
0 references
empirical processes
0 references
identically distributed random measures
0 references