ON THE CENTRAL-LIMIT-THEOREM IN D[0,1]

被引：6

作者：

BLOZNELIS, M ^{[1
]}

PAULAUSKAS, V ^{[1
]}

机构：

[1] VILNIUS UNIV,DEPT MATH,VILNIUS,LITHUANIA

来源：

STATISTICS & PROBABILITY LETTERS | 1993年 / 17卷 / 02期

关键词：

CENTRAL LIMIT THEOREMS; CADLAG PROCESSES;

D O I：

10.1016/0167-7152(93)90004-3

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let X be a stochastically continuous random process with sample paths in D[0,1]. We improve Billingsley's theorem and this improvement yields new sufficient conditions for X to satisfy the CLT. An example shows that our sufficient conditions are close to the optimal conditions of the form provided.

引用

页码：105 / 111

页数：7

共 6 条

[1] BEZANDRY PH, 1992, ANN I H POINCARE-PR, V28, P31
[2] Billingsley P, 1968, CONVERGENCE PROBABIL
[3] CONDITIONS FOR SAMPLE-CONTINUITY AND CENTRAL LIMIT-THEOREM
HAHN, MG
[J]. ANNALS OF PROBABILITY, 1977, 5 (03) : 351 - 360
[4] CENTRAL LIMIT-THEOREMS IN D[0,1]
HAHN, MG
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1978, 44 (02): : 89 - 101
[5] NOTE ON CENTRAL LIMIT-THEOREM FOR SQUARE-INTEGRABLE PROCESSES
HAHN, MG
[J]. PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1977, 64 (02) : 331 - 334
[6] PAULAUSKAS V, 1990, LITOVSK MAT SB, V30, P566

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