English

Asymptotic Cram\'er's theorem and analysis on Wiener space

Probability 2010-06-22 v1

Abstract

We prove an asymptotic Cram\'er's theorem, that is, if the sequence (Xn+Yn)n1(X_{n}+ Y_{n})_{n\geq 1} converges in law to the standard normal distribution and for every n1n\geq 1 the random variables XnX_{n} and YnY_{n} are independent, then (Xn)n1(X_{n})_{n\geq 1} {\it and } (Yn)n1(Y_{n}) _{n\geq 1} converge in law to a normal distribution. Then we compare this result with recent criteria for the central convergence obtained in terms of Malliavin derivatives.

Keywords

Cite

@article{arxiv.1006.3922,
  title  = {Asymptotic Cram\'er's theorem and analysis on Wiener space},
  author = {Ciprian Tudor},
  journal= {arXiv preprint arXiv:1006.3922},
  year   = {2010}
}

Comments

To appear in "Seminaire de Probabilites XLIII"