Enviar artigo por via de e-mail A functional central limit theorem for Hilbert-valued martingales
- Autores: Lavrentyev V.V.1, Nazarov L.V.1
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Afiliações:
- Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
- Edição: Volume 37, Nº 2 (2016)
- Páginas: 138-145
- Seção: Article
- URL: https://bakhtiniada.ru/1995-0802/article/view/197407
- DOI: https://doi.org/10.1134/S1995080216020086
- ID: 197407
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Resumo
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.
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Sobre autores
V. Lavrentyev
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
Autor responsável pela correspondência
Email: lavrent@cs.msu.ru
Rússia, Moscow, 119991
L. Nazarov
Laboratory of Statistical Analysis, Faculty of Computational Mathematics and Cybernetics
Email: lavrent@cs.msu.ru
Rússia, Moscow, 119991
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