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Functional central limit theorems for approximate Martingale arrays in a locally compact Abelian group
Authors:Michael S. Bingham
Affiliation:(1) Department of Statistics, University of Hull, HU6 7RX Hull, England
Abstract:
This paper uses a Martingale-like approach and establishes, among other things, the existence of continuous Gaussian processes with independent increments on those locally compact Abelian groups whose duals support corresponding continuous nonnegative quadratic forms.
Keywords:Continuous Gaussian processes  Martingales  locally compact Abelian group  nonnegative quadratic forms  functional central limit theorems
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