Central limit theorem for random processes with sample paths in exponential Orlicz spaces
type: Item
instance of: scholarly article
title: Central limit theorem for random processes with sample paths in exponential Orlicz spaces
zbMATH Open document ID: 0889.60015
DOI: 10.1016/S0304-4149(96)00117-2
published in: Stochastic Processes and their Applications
publication date: 1998-03-29T00:00:00Z
review text: The paper presents a central limit theorem for i.i.d. copies of a given process with sample paths in an exponential Orlicz space. The processes are indexed by a metric or pseudometric space \(T\). The main assumption of the theorem is that the exponential Orlicz norm (in the probability space) of the differences of the considered process is bounded by the distance of the indexes. The other assumption is some convenient integrability of the metric entropy of \(T\). The paper is completed by two examples: local time of Markov process and random Fourier series.
reviewed by: Petr Lachout
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60J55
zbMATH DE Number: 1134803
zbMATH Keywords: central limit theorem
zbMATH Keywords: exponential Orlicz space
zbMATH Keywords: Markov process
zbMATH Keywords: local time
zbMATH Keywords: random Fourier series
author: Zhong Gen Su
MaRDI profile type: Publication
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full work available at URL: s0304-4149(96)00117-2
OpenAlex ID: W2001484798
description: scientific article; zbMATH DE number 1134803