|
|||||
|
|
Almost sure central limit theorems on the Wiener space |
|
| Authors: | Bernard Bercu Ivan Nourdin Murad S Taqqu |
| Institution: | 1. Institut de Mathématiques de Bordeaux, Université Bordeaux 1, 351 cours de la libération, 33405 Talence Cedex, France;2. Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie (Paris VI), Boîte courrier 188, 4 place Jussieu, 75252 Paris Cedex 05, France;3. Boston University, Departement of Mathematics, 111 Cummington Road, Boston, MA, USA |
| 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. |
| Keywords: | 60F05 60G15 60H05 60H07 |
| 本文献已被 ScienceDirect 等数据库收录！ | |