电邮这篇文章 A functional central limit theorem for Hilbert-valued martingales
- 作者: Lavrentyev V.1, Nazarov L.1
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隶属关系:
- Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
- 期: 卷 37, 编号 2 (2016)
- 页面: 138-145
- 栏目: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/197407
- DOI: https://doi.org/10.1134/S1995080216020086
- ID: 197407
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详细
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.
作者简介
V. Lavrentyev
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
编辑信件的主要联系方式.
Email: lavrent@cs.msu.ru
俄罗斯联邦, Moscow, 119991
L. Nazarov
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
Email: lavrent@cs.msu.ru
俄罗斯联邦, Moscow, 119991
