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

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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• An extended martingale invariance principle
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• On Necessary and Sufficient Conditions in the Functional Central Limit Theorem for Semimartingales
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Cited in

(14)

• 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
• scientific article; zbMATH DE number 1545327 (Why is no real title available?)
• Forward-backward martingale decomposition for H-valued additive functional associated with Markov processes
• Convergence faible et principe d'invariance pour des martingales à valeurs dans des espaces de Sobolev
• Functional Shige Peng's central limit theorems for martingale vectors
• A weak invariance principle for Hilbert space valued martingales
• On the weak convergence of Hilbert space-valued semimartingales to stochastically continuous processes with conditionally independent increments
• scientific article; zbMATH DE number 3848321 (Why is no real title available?)
• scientific article; zbMATH DE number 4188868 (Why is no real title available?)
• Limit theorems of Hilbert valued semimartingales and Hilbert valued martingale measures
• On the conditional covariance condition in the martingale CLT
• Asymptotic properties of principal component projections with repeated eigenvalues
• scientific article; zbMATH DE number 4062280 (Why is no real title available?)

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