Title of article
Almost sure central limit theorems on the Wiener space
Author/Authors
Bercu، نويسنده , , Bernard and Nourdin، نويسنده , , Ivan and Taqqu، نويسنده , , Murad S. Taqqu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
22
From page
1607
To page
1628
Abstract
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.
Keywords
Almost sure limit theorem , Multiple stochastic integrals , Hermite power variation , Fractional Brownian motion
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578306
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