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
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
Journal title :
Stochastic Processes and their Applications
