A version of Chevet's theorem for stable processes

DOI10.1016/0022-1236(85)90097-7MaRDI QIDQ5903757zbMATH OpenOpenAlexFDO

Authors Evarist Giné, Michael B. Marcus, Joel Zinn

Publication date 1985

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(85)90097-7

zbMATH Keywords

Banach spacesBrownian sheetcentral limit theorem for a continuous processstable processes

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Infinitely divisible distributions; stable distributions (60E07) Foundations of stochastic processes (60G05)

Review text

Let X and Y be separable Banach spaces, and let \(Z=X{\check \otimes}Y\) denote the injective tensor product. Let \(S_ X\), \(S_ Y\) and \(S_ Z\) denote the unit spheres of these spaces. Let U and V be symmetric p- stable random variables, \(0<p\leq 2\), with values in X and Y, respectively. Let \(\eta_ U\) and \(\eta_ V\) Brownian sheet as a weak limit of continuous processes constructed from one-parameter Poisson processes, and sufficient conditions ensuring the validity of the central limit theorem for a continuous process.

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Cites work

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(5)

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• Chevet-type inequalities for subexponential Weibull variables and estimates for norms of random matrices

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