A functional central limit theorem for Hilbert-valued martingales

DOI10.1134/S1995080216020086zbMath1342.60046OpenAlexW2274830696MaRDI QIDQ726422

L. V. Nazarov, V. V. Lavrentyev

Publication date: 11 July 2016

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080216020086

zbMATH Keywords

weak convergencefunctional central limit theoremHilbert spacemartingales

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

Asymptotic properties of principal component projections with repeated eigenvalues

Cites Work

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• An invariance principle for the Robbins-Monro process in a Hilbert space
• Remarks on the functional central limit theorem for martingales

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