Local Limit Theorems for Functionals of Random Processes

DOI10.1137/1133113MaRDI QIDQ4729102zbMATH OpenOpenAlexFDO

Authors Yu. Davydov

Publication date 1988

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1133113

zbMATH Keywords

convergence in variationinvariance principlestrong convergence of distributions of Gaussian functionals

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

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Cited in

(13)

• Local limit theorems for functionals of random fields
• A note on the multivariate local limit theorem
• Weight functions and pathwise local central limit theorems
• Local versions of the Wiener-Lévy theorem
• Functional weak limit theorem for a local empirical process of non-stationary time series and its application
• Richter's local limit theorem and Black-Scholes type formulas
• Local tail bounds for functions of independent random variables
• Almost Sure Local Limit Theorems with Rate
• Functional limit theorems for degenerate Lévy processes
• Local and Global Upper Functions for Random Fields
• The local quantization behavior of absolutely continuous probabilities
• scientific article; zbMATH DE number 4003151 (Why is no real title available?)
• On the almost sure topological limits of collections of local empirical processes at many different scales

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