Central limit theorem for random processes with sample paths in exponential Orlicz spaces

DOI10.1016/S0304-4149(96)00117-2zbMath0889.60015OpenAlexW2001484798MaRDI QIDQ1382492

Zhong Gen Su

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00117-2

zbMATH Keywords

Markov processcentral limit theoremlocal timerandom Fourier seriesexponential Orlicz space

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17) Local time and additive functionals (60J55)

Related Items

Concentration inequalities for random fields via coupling, An invariance principle of Donsker type in the class of Besov-Orlicz spaces, Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields.

Cites Work

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• Some results on the continuity of stable processes and the domain of attraction of continuous stable processes
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• Central limit theorems for C(S)-valued random variables
• Random Fourier Series with Applications to Harmonic Analysis. (AM-101)