A borderline Gaussian random Fourier series for the sample convergence in variation (Q2488773)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A borderline Gaussian random Fourier series for the sample convergence in variation
scientific article

    Statements

    A borderline Gaussian random Fourier series for the sample convergence in variation (English)
    0 references
    16 May 2006
    0 references
    The authors present an example of a Gaussian random Fourier series, of which the normalized remainders have their sojourn times converging in variation of the related density distributions, to the Gaussian density. The convergence in the uniform topology is also proved. The proof of the main result is long and relatively delicate, and uses local times of Gaussian random Fourier series.
    0 references
    central limit theorem
    0 references
    local times
    0 references
    densities distribution
    0 references
    sojourn times
    0 references
    sample path properties
    0 references
    irrational rotations
    0 references

    Identifiers