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On the weak convergence of vector-valued continuous random processes
Zhong Gen Suab a Research Institute of Mathematics, Fudan University, China
b Department of Mathematics, Hangzhou University, China
Abstract:
In this paper we shall establish some results on weak convergence for vector-valued continuous random processes, among which are vector-valued sub-Gaussian processes, vector-valued random processes satisfying Lipschitz conditions, and random Fourier series with vector-valued coefficients. The results obtained can be considered as corresponding extensions of those in the real setting. Our basic ideas stem from Fernique's recent works.
Keywords:
weak convergence, vector-valued Gaussian process, metric entropy, type 2 space.
Received: 13.03.1996
Citation:
Zhong Gen Su, “On the weak convergence of vector-valued continuous random processes”, Teor. Veroyatnost. i Primenen., 43:3 (1998), 561–576; Theory Probab. Appl., 43:3 (1999), 463–476
Linking options:
https://www.mathnet.ru/eng/tvp1560https://doi.org/10.4213/tvp1560 https://www.mathnet.ru/eng/tvp/v43/i3/p561
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