Almost sure central limit theorems on the Wiener space
Probability
2009-12-15 v1
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.
Cite
@article{arxiv.0912.2398,
title = {Almost sure central limit theorems on the Wiener space},
author = {Bernard Bercu and Ivan Nourdin and Murad Taqqu},
journal= {arXiv preprint arXiv:0912.2398},
year = {2009}
}
Comments
Title changed. Major changes: results improved. 24 pages