Central limit theorems for random processes with sample paths in exponential Orlicz spaces

This paper is devoted to the study of central limit theorems and the domain of normal attraction for some random processes with sample paths in exponential Orlicz spaces under metric entropy conditions. In particular, the local times of strongly symmetric standard Markov processes and random Fourier series are discussed.

MoreLess

Year of publication:	1997
Authors:	Su, Zhonggen
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 66.1997, 1, p. 1-20
Publisher:	Elsevier
Keywords:	Central limit theorem Orlicz space Local times Random Fourier series

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873139