A functional central limit theorem for Hilbert-valued martingales

DOI10.1134/S1995080216020086zbMATH Open1342.60046OpenAlexW2274830696MaRDI QIDQ726422FDOQ726422

Authors: V. V. Lavrentyev, L. V. Nazarov 

Publication date: 11 July 2016

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080216020086

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zbMATH Keywords

martingalesweak convergencefunctional central limit theoremHilbert space

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cited In (13)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic properties of principal component projections with repeated eigenvalues
• On the weak convergence of Hilbert space-valued semimartingales to stochastically continuous processes with conditionally independent increments
• Weak convergence of hilbert valued martingale measures
• On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation
• Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
• On the conditional covariance condition in the martingale CLT
• Title not available (Why is that?)
• Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
• Forward-backward martingale decomposition for H-valued additive functional associated with Markov processes
• A weak invariance principle for Hilbert space valued martingales
• Title not available (Why is that?)

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