A random field approach to weak convergence of processes
type: Item
instance of: scholarly article
title: A random field approach to weak convergence of processes
zbMATH Open document ID: 0786.60038
DOI: 10.1016/0167-7152(93)90098-4
published in: Statistics \& Probability Letters
publication date: 1994-04-21T00:00:00Z
review text: It is known that to a process with path in \(D([0,1],{\mathcal S}'( {\mathbf R}^ d))\) a space-time random field in \({\mathcal S}'({\mathbf R}^{d+1})\) can be associated [cf. the reviewer, the first author and \textit{S. Ramaswamy}, J. Funct. Anal. 66, 21-41 (1986; Zbl 0589.46027)]. The authors give conditions, formulated in terms of the space-time random fields only, which imply the weak convergence of the corresponding processes. For continuous limit these conditions are shown to be necessary. An example of application to investigate the fluctuation limit of an infinite particle system is given.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 445283
zbMATH Keywords: space-time random field
zbMATH Keywords: weak convergence
zbMATH Keywords: fluctuation limit of an infinite particle system
author: Luis G. Gorostiza
author: Rolando Rebolledo
reviewed by: Tomasz Bojdecki
MaRDI profile type: Publication
full work available at URL: 0167-7152(93)90098-4
OpenAlex ID: W2045315717
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description: scientific article; zbMATH DE number 445283