On the central limit theorem in D[0,1] and D([0,1],H)

DOI10.1007/BF00970810MaRDI QIDQ756245zbMATH OpenFDO

Authors Ch. Stieve, V. Paulauskas

Publication date 1990

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00970810

zbMATH Keywords

central limit theoremcentral limit theorem for processes with values in a separable Hilbert spacerate of convergenceSkorokhod topologyweak convergence

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Central limit and other weak theorems (60F05)

Review text

See the review in Zbl 0709.60017.

Cites work

• A central limit theorem for stochastic processes with independent increments
• Central limit theorems in D[0, 1]
• scientific article; zbMATH DE number 4155544 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the weak convergence of empirical processes in sup-norm metrics
• The asymptotic strength distribution of a general fiber bundle

Cited in

(10)

• A note on the central limit theorem for stochastically continuous processes
• On the rate of normal approximation in \(D[0,1]\)
• On the central limit theorem in \(D[0,1]\)
• The central limit theorem in the space \(D[0,1]\). I
• Compactness of distributions of cadlag random functions
• Central limit theorem for stochastically continuous processes. Convergence to stable limit
• Central limit theorem in \(D[0,1]\)
• On the central limit theorem in 𝑅_{𝑘}
• Law of large numbers for weakly dependent random variables with values in \(D[0,1]\)
• Central limit theorem for weakly dependent random variables with values in \(D[0,1]\)

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