首页 | 本学科首页   官方微博 | 高级检索  
     


On the central limit theorem in Banach spaces
Authors:Aloisio Pessoa de Araujo
Affiliation:University of California at Berkeley USA
Abstract:It is shown, with the use of a concentration inequality of LeCam, that associated with an infinitely divisible random variable with values in a separable Banach space there is a Lévy-Khintchine formula. A partial converse of this fact is also proved. Relations between the continuity of the compound Poisson and the Gaussian variables associated with a Lévy measure are studied. A central limit theorem is obtained and examples are given.
Keywords:Central limit theorem in Banach spaces   LeCam concentration inequality    vy-Khintchine representation in Banach spaces
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号