On the weak convergence of vector-valued continuous random processes
Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 3, pp. 561-576
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In this paper we shall establish some results on weak convergence for vector-valued continuous random processes, among which are vector-valued sub-Gaussian processes, vector-valued random processes satisfying Lipschitz conditions, and random Fourier series with vector-valued coefficients. The results obtained can be considered as corresponding extensions of those in the real setting. Our basic ideas stem from Fernique's recent works.
Keywords:
weak convergence, vector-valued Gaussian process, metric entropy, type 2 space.
@article{TVP_1998_43_3_a7,
author = {Zhong Gen Su},
title = {On the weak convergence of vector-valued continuous random processes},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {561--576},
publisher = {mathdoc},
volume = {43},
number = {3},
year = {1998},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a7/}
}
Zhong Gen Su. On the weak convergence of vector-valued continuous random processes. Teoriâ veroâtnostej i ee primeneniâ, Tome 43 (1998) no. 3, pp. 561-576. http://geodesic.mathdoc.fr/item/TVP_1998_43_3_a7/