Almost sure central limit theorems on the Wiener space

作者：Bercu Bernard; Nourdin Ivan^*; Ta**u Murad S

来源：Stochastic Processes and Their Applications, 2010, 120(9): 1607-1628.

DOI：10.1016/j.spa.2010.05.004

• Almost sure limit theorem
• Multiple stochastic integrals
• Fractional Brownian motion
• Hermite power variation

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.

• 出版日期2010-8