Almost sure central limit theorems on the Wiener space
From MaRDI portal
(Redirected from Publication:988674)
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.
Recommendations
- Almost sure limit theorems on Wiener chaos: the non-central case
- Almost sure central limit theorem for the maxima and sums of stationary Gaussian sequences
- scientific article; zbMATH DE number 2067896
- Almost sure central limit theorem for a nonstationary Gaussian sequence
- Almost sure central limit theorems for the maxima and sums of certain stationary Gaussian sequences with optimized weight
Cites work
- scientific article; zbMATH DE number 5119867 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- A note on the almost sure central limit theorem
- A universal result in almost sure central limit theory.
- Almost sure central limit theorems for strongly mixing and associated random variables
- An almost everywhere central limit theorem
- CLT and other limit theorems for functionals of Gaussian processes
- Central limit theorems for non-linear functionals of Gaussian fields
- Central limit theorems for sequences of multiple stochastic integrals
- Convergence of integrated processes of arbitrary Hermite rank
- Error bounds on the non-normal approximation of Hermite power variations of fractional Brownian motion
- Limit theorems for logarithmic averages of fractional Brownian motions
- Non-central limit theorems for non-linear functional of Gaussian fields
- On Strong Versions of the Central Limit Theorem
- On almost sure limit theorems
- On the convergence of generalized moments in almost sure central limit theorem
- Second order Poincaré inequalities and CLTs on Wiener space
- Stein's method on Wiener chaos
- The Malliavin Calculus and Related Topics
Cited in
(18)- Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion
- Almost sure central limit theorems for parabolic/hyperbolic Anderson models with Gaussian colored noises
- Spatial quadratic variations for the solution to a stochastic partial differential equation with elliptic divergence form operator
- Quantitative stable limit theorems on the Wiener space
- Almost sure central limit theorem for the hyperbolic Anderson model with Lévy white noise
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion
- 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 a class of Gaussian process
- Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-fractional Brownian motion
- Almost sure limit theorems on Wiener chaos: the non-central case
- Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations
- scientific article; zbMATH DE number 839298 (Why is no real title available?)
- Moment estimator for an AR(1) model driven by a long memory Gaussian noise
- Wiener functionals and probability limit theorems. I: The central limit theorems
- 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)