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Central Limit Theorem in the Space of Continuous Functions in the Case of Convergence to a Stable Distribution
E. I. Ostrovskii Obninsk Institute for Nuclear Power Engineering
Abstract:
In this article we study weak convergence of distributions of normed sums of independent random fields with an arbitrary compact parametric set to a nondegenerate stable distribution in the corresponding Banach space of continuous functions. We present new entropy conditions for the parametric set which provide this convergence.
Key words:
Pisier functional, entropy weak convergence, stable distribution, nonasymptotic estimate.
Received: 28.07.1998
Citation:
E. I. Ostrovskii, “Central Limit Theorem in the Space of Continuous Functions in the Case of Convergence to a Stable Distribution”, Mat. Tr., 2:1 (1999), 140–159; Siberian Adv. Math., 9:3 (1999), 132–150
Linking options:
https://www.mathnet.ru/eng/mt149 https://www.mathnet.ru/eng/mt/v2/i1/p140
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