A functional central limit theorem for Hilbert-valued martingales

DOI10.1134/S1995080216020086MaRDI QIDQ726422zbMATH OpenOpenAlexFDO

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

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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Cites work

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• An extended martingale invariance principle
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Cited in

(15)

• Functional Shige Peng's central limit theorems for martingale vectors
• scientific article; zbMATH DE number 3848321 (Why is no real title available?)
• scientific article; zbMATH DE number 4062280 (Why is no real title available?)
• 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
• Online robust estimation and bootstrap inference for function-on-scalar regression
• On the central limit theorem and its weak invariance principle for strongly mixing sequences with values in a Hilbert space via martingale approximation
• Weak convergence of hilbert valued martingale measures
• 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
• scientific article; zbMATH DE number 1545327 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 4188868 (Why is no real title available?)

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