scholarly journals Weak convergence of the Stratonovich integral with respect to a class of Gaussian processes

2012 ◽  
Vol 122 (10) ◽  
pp. 3460-3505 ◽  
Author(s):  
Daniel Harnett ◽  
David Nualart
Keyword(s):  
Weak Convergence ◽  
Gaussian Processes ◽  
Stratonovich Integral

Weak Convergence and Gaussian Processes

2012 ◽  
pp. 338-374
Author(s):  
Pranab K. Sen ◽  
Julio M. Singer ◽  
Antonio C. Pedroso de Lima
Keyword(s):  
Weak Convergence ◽  
Gaussian Processes

Weak Convergence of Empirical Processes of Dependent Random Vectors Under Logarithmic Mixing Rates

1992 ◽  
Vol 42 (1-2) ◽  
pp. 111-118
Author(s):  
Chandrakant M. Deo
Keyword(s):  
Weak Convergence ◽  
Gaussian Processes ◽  
Empirical Processes ◽  
Tail Probabilities ◽  
Random Vectors ◽  
Mixing Rates

It is proved that empirical processes of ø-mixing or Ψ-mlxing random vectors conv11rge to appropriate Gaussian processes under logarithmic mixing rates. A Kiefer-type bound on the tail-probabilities of empirical processes is also obtained under the same mixing rates.

scholarly journals Weak Convergence of High Level Crossings and Maxima for One or More Gaussian Processes

1975 ◽  
Vol 3 (6) ◽  
pp. 961-978 ◽  
Author(s):  
Georg Lindgren ◽  
Jacques de Mare ◽  
Holger Rootzen
Keyword(s):  
Weak Convergence ◽  
Gaussian Processes ◽  
Level Crossings ◽  
High Level
Sign in / Sign up

Export Citation Format

Share Document