A NOTE ON THE CENTRAL-LIMIT-THEOREM FOR STOCHASTICALLY CONTINUOUS-PROCESSES

被引：5

作者：

BLOZNELIS, M ^{[1
]}

PAULAUSKAS, V ^{[1
]}

机构：

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

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1994年 / 53卷 / 02期

关键词：

CENTRAL LIMIT THEOREM; CADLAG PROCESSES;

D O I：

10.1016/0304-4149(94)90070-1

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：

The desymmetrization technique which was successfully used in C(S) spaces is carried over to limit theorems for stochastically continuous random processes with sample paths in Skorohod space D[0,1] and is applied to obtain the central limit theorem (CLT) in D[0,1]. Let {X(t), t is an element of [0,1]} be a stochastically continuous random process. For functions f, g such that E(\X(s) - X(t)\ boolean AND \X(t) - X(u)\)(p) less than or equal to f(u - s), E\X(s) - X(t)\(q) less than or equal to g(t - s), p, q greater than or equal to 2, s less than or equal to t less than or equal to u, conditions are found which imply the CLT in D[0.1].

引用

页码：351 / 361

页数：11

共 11 条

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