Almost sure central limit theorems on the Wiener space
In this paper, we study almost sure central limit theorems for sequences of functionals of general Gaussian fields. We apply our result to non-linear functions of stationary Gaussian sequences. We obtain almost sure central limit theorems for these non-linear functions when they converge in law to a normal distribution.
Year of publication: |
2010
|
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Authors: | Bercu, Bernard ; Nourdin, Ivan ; Taqqu, Murad S. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 9, p. 1607-1628
|
Publisher: |
Elsevier |
Keywords: | Almost sure limit theorem Multiple stochastic integrals Fractional Brownian motion Hermite power variation |
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