Some remarks on the convergence of stochastic processes
R. Bartoszyński (1958)
Studia Mathematica
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R. Bartoszyński (1958)
Studia Mathematica
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Using a representation as an infinite linear combination of chi-square independent random variables, it is shown that some Wiener functionals, appearing in empirical characteristic process asymptotic theory, have densities which are tempered in the properly infinite case and exponentially decaying in the finite case.