Stochastic fields with paths in arbitrary rearrangement invariant spaces
Probability
2014-09-09 v1
Abstract
We obtain sufficient conditions for belonging of almost all paths of a random process to some fixed rearrangement invariant (r.i.) Banach functional space, and to satisfying the Central Limit Theorem (CLT) in this space. We describe also some possible applications.
Cite
@article{arxiv.1409.2085,
title = {Stochastic fields with paths in arbitrary rearrangement invariant spaces},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1409.2085},
year = {2014}
}