Almost sure central limit theorems on the Wiener space

Bernard Bercu, Ivan Nourdin and Murad S. Taqqu

Stochastic Processes and their Applications, 2010, vol. 120, issue 9, 1607-1628

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.

Keywords: Almost; sure; limit; theorem; Multiple; stochastic; integrals; Fractional; Brownian; motion; Hermite; power; variation (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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