Asymptotic Normality in Banach Spaces via ...
Type de document :
Compte-rendu et recension critique d'ouvrage
Titre :
Asymptotic Normality in Banach Spaces via Lindeberg Method
Auteur(s) :
Račkauskas, Alfredas [Auteur]
Suquet, Charles [Auteur correspondant]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Suquet, Charles [Auteur correspondant]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Titre de la revue :
Journal of Theoretical Probability
Pagination :
409-455
Éditeur :
Springer
Date de publication :
2022
ISSN :
0894-9840
Mot(s)-clé(s) en anglais :
Lindeberg method
smooth Banach space
triangular array
smooth Banach space
triangular array
Discipline(s) HAL :
Mathématiques [math]/Probabilités [math.PR]
Résumé en anglais : [en]
The relation between weak convergence of probabilities on a smooth Banach space and uniform convergence over a certain class of smooth functions is established. This leads to an extension of Lindeberg’s proof of the central ...
Lire la suite >The relation between weak convergence of probabilities on a smooth Banach space and uniform convergence over a certain class of smooth functions is established. This leads to an extension of Lindeberg’s proof of the central limit theorem in a Banach space framework. As a result, asymptotic normality is proved for sums of Banach space random variables including triangular arrays and weighted linear processes.Lire moins >
Lire la suite >The relation between weak convergence of probabilities on a smooth Banach space and uniform convergence over a certain class of smooth functions is established. This leads to an extension of Lindeberg’s proof of the central limit theorem in a Banach space framework. As a result, asymptotic normality is proved for sums of Banach space random variables including triangular arrays and weighted linear processes.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
Collections :
Source :
Fichiers
- document
- Accès libre
- Accéder au document
- AsNormB-JTP-revised.pdf
- Accès libre
- Accéder au document