A note on the central limit theorem for stochastically continuous processes

DOI10.1016/0304-4149(94)90070-1MaRDI QIDQ1343586zbMATH OpenOpenAlexFDO

Authors V. Paulauskas, Mindaugas Bloznelis

Publication date 27 May 1996

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

Full work available at URL https://doi.org/10.1016/0304-4149(94)90070-1

zbMATH Keywords

cadlag processescentral limit theoremdesymmetrization lemma

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17)

Review text

The Jain and Marcus desymmetrization lemma is the basic device used to establish the CLT for a sequence \(X, X_1, X_2, \dots\) of i.i.d. random variables in the Skorokhod space \(D[0,1]\). One assumes that \(EX(t) = 0\), \(EX^2 < \infty\) for all \(t \in [0,1]\) and \[ E \bigl |X(s) - X(t) \bigr |\bigl |X(t) - X(u) \bigr |^p \leq f \bigl( F(u) - F(s) \bigr), \quad E \bigl |X(s) - X(t) \bigr |^q \leq g \bigl( G(t) - G(s) \bigr) \] for \(0 \leq s \leq t \leq u \leq 1\) \((u - s\) small), where \(p,q \geq 2\) and the functions \(f,g,F,G\) satisfy some specified conditions. This generalizes the result by \textit{M. G. Hahn} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 44, 89-101 (1978; Zbl 0364.60022)]. It is noted that close results were obtained independently by X. Fernique.

Recommendations

• The central limit theorem in the space \(D[0,1]\). I
• Central limit theorem in \(D[0,1]\)
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Cites work

• A Note on the Central Limit Theorem for Square-Integrable Processes
• Central limit theorems for C(S)-valued random variables
• Central limit theorems in D[0, 1]
• Conditions for sample-continuity and the central limit theorem
• scientific article; zbMATH DE number 431855 (Why is no real title available?)
• scientific article; zbMATH DE number 193549 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the central limit theorem in \(D[0,1]\)
• On the central limit theorem in D[0,1] and D([0,1],H)
• Sur la propriété de la limite centrale dans \({\mathcal D}[0,1]\). (On the central limit theorem in \({\mathcal D}[0,1]\))
• The central limit theorem in the space \(D[0,1]\). II

Cited in

(8)

• On the rate of normal approximation in \(D[0,1]\)
• Compactness of distributions of cadlag random functions
• Central limit theorem for stochastically continuous processes. Convergence to stable limit
• Fifty years in the field of probability: a conversation with Professor Vygantas Paulauskas
• scientific article; zbMATH DE number 699475 (Why is no real title available?)
• Computing Sensitivities for Distortion Risk Measures
• Central limit theorem for weakly dependent random variables with values in \(D[0,1]\)
• Technical note -- central limit theorems for estimated functions at estimated points

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