An extension to the Wiener space of the arbitrary functions principle (Q2504719)
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English | An extension to the Wiener space of the arbitrary functions principle |
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An extension to the Wiener space of the arbitrary functions principle (English)
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28 September 2006
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Let \((X,Y) \) be an \(\mathbb{R}\times \mathbb{R}^{r}\)-valued random variable, \( r\geq 1\). The arbitrary function principle is said to take place for \((X,Y) \) if \((\{ nX\} ,Y) \) converges weakly to \( (U,Y) \) as \(n\to\infty \), where \(\{\cdot\} \) stands for fractionary part and \(U\) is independent of \(Y\) and uniformly distributed in \([ 0,1] \). This principle holds if, e.g., \(X\) has a density or, more generally, a characteristic function vanishing at infinity. It implies some approximation properties of \( X_{n}=X-\{nX\}/n\geq 1\). The author proves the corresponding properties for random variables defined on the Wiener space.
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weak convergence
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