English

A general Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes

Probability 2023-12-12 v2

Abstract

The paper deals with moduli of continuity for paths of random processes indexed by a general metric space Θ\Theta with values in a general metric space X\mathcal{X}. 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 X\mathcal{X} is complete. This result is universal in the sense that its applicability depends only on the geometry of the space Θ\Theta. In particular, it is always applicable if Θ\Theta 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