On convergence of random linear functionals
When is the pointwise limit of the characteristic functions of a sequence {Xn} of random elements taking values in a real separable Hilbert space H the characteristic function of a H valued random element? Uniform tightness of {[short parallel]Xn[short parallel]:n[greater-or-equal, slanted]1} is sufficient, but not necessary, whereas uniform tightness of {<Xn,y>:n[greater-or-equal, slanted]1,[short parallel]y[short parallel][less-than-or-equals, slant]1} is necessary, but not sufficient. The sufficiency statement extends to a separable reflexive Banach space, whereas the necessity statement extends to a Banach space with separable dual.
Year of publication: |
2005
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Authors: | Majumdar, Suman |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 75.2005, 4, p. 249-255
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Publisher: |
Elsevier |
Keywords: | Skorohod-Dudley-Wichura representation Prohorov compactness theorem Uniform boundedness principle |
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