The central limit theorem for stochastic processes (Q1820491)

This paper contains a nice study of the central limit theorem for independent identically distributed random elements taking values in the space of bounded functions on T, \(\ell^{\infty}(T)\). This is relevant for empirical processes: if \(X_ i: \Omega \to S\) are i.i.d. and if \({\mathcal F}\) is a class of measurable functions on \({\mathcal S}\) with \(\sup_{f\in {\mathcal F}}| f(s)| <\infty\) for all \(s\in S\), then \(\delta_{X_ i}\in \ell^{\infty}(T).\) The main result is that in the usual necessary and sufficient ''eventual \(\rho\)-equicontinuity condition'' for the CLT the distance \(\rho\) need not be the \(L_ 2(P)\) distance, but any \(\rho\) for which T is totally bounded suffices.