A Hölderian functional central limit theorem for a multi-indexed summation process
Let be an i.i.d. random field of square integrable centered random elements in the separable Hilbert space and , , be the summation processes based on the collection of sets [0,t1]x...x[0,td], 0<=ti<=1, i=1,...,d. When d>=2, we characterize the weak convergence of in the Hölder space by the finiteness of the weak p moment of for p=(1/2-[alpha])-1. This contrasts with the Hölderian FCLT for d=1 and [A. Rackauskas, Ch. Suquet, Necessary and sufficient condition for the Lamperti invariance principle, Theory Probab. Math. Statist. 68 (2003) 115-124] where the necessary and sufficient condition is P(X1>t)=o(t-p).
Year of publication: |
2007
|
---|---|
Authors: | Rackauskas, Alfredas ; Suquet, Charles ; Zemlys, Vaidotas |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 117.2007, 8, p. 1137-1164
|
Publisher: |
Elsevier |
Keywords: | Brownian sheet Hilbert space valued Brownian sheet Hilbert space Functional central limit theorem Holder space Invariance principle Summation process |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Invariance principles for adaptive self-normalized partial sums processes
Rackauskas, Alfredas, (2001)
-
Kvedaras, Virmantas, (2012)
-
Kvedaras, Virmantas, (2012)
- More ...