A general Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes
Abstract
The paper deals with moduli of continuity for paths of random processes indexed by a general metric space with values in a general metric space . Adapting the moment condition on the increments from the classical Kolmogorov-Chentsov theorem, the obtained result on the modulus of continuity allows for H\"older-continuous modifications if the metric space is complete. This result is universal in the sense that its applicability depends only on the geometry of the space . In particular, it is always applicable if is a bounded subset of a Euclidean space or a relatively compact subset of a connected Riemannian manifold. The derivation is based on refined chaining techniques developed by Talagrand. As a consequence of the main result a criterion is presented to guarantee uniform tightness of random processes with continuous paths.This is applied to find central limit theorems for Banach-valued random processes.
Keywords
Cite
@article{arxiv.2107.13837,
title = {A general Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes},
author = {Volker Kratschmer and Mikhail Urusov},
journal= {arXiv preprint arXiv:2107.13837},
year = {2023}
}
Comments
forthcoming in Journal of Theoretical Probability