A functional central limit theorem for Hilbert-valued martingales
- Авторлар: Lavrentyev V.1, Nazarov L.1
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Мекемелер:
- Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
- Шығарылым: Том 37, № 2 (2016)
- Беттер: 138-145
- Бөлім: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/197407
- DOI: https://doi.org/10.1134/S1995080216020086
- ID: 197407
Дәйексөз келтіру
Аннотация
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.
Негізгі сөздер
Авторлар туралы
V. Lavrentyev
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
Хат алмасуға жауапты Автор.
Email: lavrent@cs.msu.ru
Ресей, Moscow, 119991
L. Nazarov
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
Email: lavrent@cs.msu.ru
Ресей, Moscow, 119991
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