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Journal Articles Stochastic Processes and their Applications Year : 2010

Almost sure central limit theorems on the Wiener space

Abstract

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.
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Dates and versions

hal-00375290 , version 1 (14-04-2009)
hal-00375290 , version 2 (11-12-2009)

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Cite

Bernard Bercu, Ivan Nourdin, Murad S. Taqqu. Almost sure central limit theorems on the Wiener space. Stochastic Processes and their Applications, 2010, 120 (9), pp.1607-1628. ⟨hal-00375290v2⟩
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