On the convergence of Dirichlet processes

被引：13

作者：

Coquet, F

Slominski, L

机构：

[1] Univ Rennes 1, IRMAR, F-35042 Rennes, France

[2] Nicholas Copernicus Univ, Fac Math & Informat, PL-87100 Torun, Poland

来源：

BERNOULLI | 1999年 / 5卷 / 04期

关键词：

Dirichlet process; stochastic integral; weak convergence;

D O I：

10.2307/3318693

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：

For a given weakly convergent sequence {X-n} of Dirichlet processes we show weak convergence of the. sequence of the corresponding quadratic variation processes as well as stochastic integrals driven by the X-n values provided that the condition UTD (a counterpart to the condition UT for Dirichlet processes) holds true. Moreover, we show that under UTD the limit process of {X-n} is a Dirichlet process, too.

引用

页码：615 / 639

页数：25

共 19 条

[1] STOPPING TIMES AND TIGHTNESS [J].