Almost sure central limit theorems on the Wiener space

DOI10.1016/J.SPA.2010.05.004zbMATH Open1219.60020arXiv0912.2398OpenAlexW2101069571MaRDI QIDQ988674FDOQ988674

Bernard Bercu, Murad S. Taqqu, Ivan Nourdin

Publication date: 18 August 2010

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

Abstract: In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems for these non-linear functions when they converge in law to a normal distribution.

Full work available at URL: https://arxiv.org/abs/0912.2398

zbMATH Keywords

fractional Brownian motionmultiple stochastic integralsalmost sure limit theoremHermite power variation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic integrals (60H05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Malliavin Calculus and Related Topics
• Convergence of integrated processes of arbitrary Hermite rank
• Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
• Central limit theorems for non-linear functionals of Gaussian fields
• Central limit theorems for sequences of multiple stochastic integrals
• CLT and other limit theorems for functionals of Gaussian processes
• Non-central limit theorems for non-linear functional of Gaussian fields
• Stein's method on Wiener chaos
• A universal result in almost sure central limit theory.
• On Strong Versions of the Central Limit Theorem
• An almost everywhere central limit theorem
• A note on the almost sure central limit theorem
• On the convergence of generalized moments in almost sure central limit theorem
• Almost sure central limit theorems for strongly mixing and associated random variables
• Second order Poincaré inequalities and CLTs on Wiener space
• On almost sure limit theorems
• Limit theorems for logarithmic averages of fractional Brownian motions

Cited In (15)

• Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
• Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
• Quantitative stable limit theorems on the Wiener space
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of a class of Gaussian process
• Almost sure central limit theorems in stochastic geometry
• How does tempering affect the local and global properties of fractional Brownian motion?
• Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
• Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations
• Almost sure limit theorems on Wiener chaos: the non-central case
• Title not available (Why is that?)
• Moment estimator for an AR(1) model driven by a long memory Gaussian noise
• Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
• Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
• Normal approximation and almost sure central limit theorem for non-symmetric Rademacher functionals

This page was built for publication: Almost sure central limit theorems on the Wiener space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q988674)