Weak convergence of probability measures on the function space C([0, 1]2)

W. J. Park

Journal of Multivariate Analysis, 1971, vol. 1, issue 4, 433-444

Abstract: The existence of a Gaussian measure W on C([0, 1]2) with EW(x(s1,t1)·x(s2,t2))=min(s1,s2)·min(t1,t2) as its covariance function and an extension of Donsker's theorem for C([0, 1]2) are given.

Keywords: Gaussian; measure; weak; convergence; tight (search for similar items in EconPapers)
Date: 1971
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