Compactness of probability measures and the uniform convergence of certain stochastic series
Matematičeskie zametki, Tome 12 (1972) no. 4, pp. 443-451
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We give the conditions which ensure the compactness of the probability measures $\mu_n$, $n\geqslant1$, generated by Gaussian processes the realizations of which are continuous with unit probability in $[0, 1]$. We also give the conditions for the uniform convergence of stochastic series of the form $\sum_{k=1}^\infty\xi_k(t)$, where the $\xi_k(t)$ are independent Gaussian processes the realizations of which are continuous with unit probability in $[0, 1]$.
@article{MZM_1972_12_4_a11,
author = {V. V. Buldygin},
title = {Compactness of probability measures and the uniform convergence of certain stochastic series},
journal = {Matemati\v{c}eskie zametki},
pages = {443--451},
year = {1972},
volume = {12},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/MZM_1972_12_4_a11/}
}
V. V. Buldygin. Compactness of probability measures and the uniform convergence of certain stochastic series. Matematičeskie zametki, Tome 12 (1972) no. 4, pp. 443-451. http://geodesic.mathdoc.fr/item/MZM_1972_12_4_a11/