Stable convergence of generalized stochastic integrals and the principle of conditioning.
Giovanni, Peccati, Taqqu, Murad S. (2007)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Asymptotic distribution of coordinates on high dimensional spheres.”
Stable convergence of generalized stochastic integrals and the principle of conditioning.
Two parameter extension of an observation of Poincaré
Gregory J. Morrow, Martin L. Silverstein (1986)
Séminaire de probabilités de Strasbourg
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A -analogue of de Finetti's theorem.
Gnedin, Alexander, Olshanski, Grigori (2009)
The Electronic Journal of Combinatorics [electronic only]
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On the central limit theorem in Hilbert space.
Evarist Giné, José R. León (1980)
Stochastica
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The object of this paper is to prove a central limit theorem in (separable) Hilbert space using a method based on the so called découpage de Lévy, the Lindeberg proof for the Gaussian case and an elementary proof of Poisson convergence for the direct part, and on elementary probabilistic inequalities for the converse. In particular, characteristic functions are only used in unicity questions. Several results of Varadhan (1962) can be obtained either directly as corollaries of the main...
Random sets and their asymptotic measure
František Straka, Josef Štěpán (1993)
Mathematica Slovaca
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Weak convergence for the row sums of a triangular array of empirical processes indexed by a manageable triangular array of functions.
Arcones, Miguel A. (1999)
Electronic Journal of Probability [electronic only]
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A Hölderian FCLT for some multiparameter summation process of independent non-identically distributed random variables.
Zemlys, Vaidotas (2008)
Electronic Journal of Probability [electronic only]
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Central limit problem and invariance principles on Banach spaces
Vidyadhar Mandrekar (1983)
Séminaire de probabilités de Strasbourg
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On certain probabilities equivalent to Wiener measure, d'après Dubins, Feldman, Smorodinsky and Tsirelson
Walter Schachermayer (1999)
Séminaire de probabilités de Strasbourg
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Asymptotic behavior of the empirical process for gaussian data presenting seasonal long-memory
Mohamedou Ould Haye (2002)
ESAIM: Probability and Statistics
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We study the asymptotic behavior of the empirical process when the underlying data are gaussian and exhibit seasonal long-memory. We prove that the limiting process can be quite different from the limit obtained in the case of regular long-memory. However, in both cases, the limiting process is degenerated. We apply our results to von–Mises functionals and -Statistics.