On the central limit theorem in \(D[0,1]\)

DOI10.1016/0167-7152(93)90004-3zbMath0773.60021OpenAlexW2040578559MaRDI QIDQ1802432

Vygantas Paulauskas, Mindaugas Bloznelis

Publication date: 28 October 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90004-3

zbMATH Keywords

central limit theoremscadlag processes

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Related Items (9)

A note on the central limit theorem for stochastically continuous processes ⋮ The central limit theorem in the space \(D[0,1\). I] ⋮ Law of large numbers for weakly dependent random variables with values in $D[0,1$] ⋮ A Gaussian fluid model ⋮ A note on tightness ⋮ Central limit theorem for stochastically continuous processes. Convergence to stable limit ⋮ On convergence in distribution of empirical processes defined by independent random processes ⋮ Exponential bounds for intensity of jumps ⋮ Unnamed Item

Cites Work

• Unnamed Item
• On the central limit theorem in D[0,1 and D([0,1],H)]
• Sur la propriété de la limite centrale dans \({\mathcal D}[0,1\). (On the central limit theorem in \({\mathcal D}[0,1]\))]
• Conditions for sample-continuity and the central limit theorem
• A Note on the Central Limit Theorem for Square-Integrable Processes
• Central limit theorems in D[0, 1]

This page was built for publication: On the central limit theorem in \(D[0,1]\)