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 converges in law to the standard normal distribution and for every the random variables and are independent, then {\it and } 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"