Email this article A functional central limit theorem for Hilbert-valued martingales
- Authors: Lavrentyev V.V.1, Nazarov L.V.1
-
Affiliations:
- Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
- Issue: Vol 37, No 2 (2016)
- Pages: 138-145
- Section: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/197407
- DOI: https://doi.org/10.1134/S1995080216020086
- ID: 197407
Cite item
Open Access
Access granted
Subscription Access
Abstract
Weak convergence of martingales with values in Hilbert space is studied in the paper. Necessary and sufficient conditions for the convergence to Gaussian martingale with continuous trajectories are obtained.
About the authors
V. V. Lavrentyev
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
Author for correspondence.
Email: lavrent@cs.msu.ru
Russian Federation, Moscow, 119991
L. V. Nazarov
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
Email: lavrent@cs.msu.ru
Russian Federation, Moscow, 119991
