A Uniform Central Limit Theorem for Set-Indexed Partial-Sum Processes with Finite Variance
Alexander, Kenneth S. ; Pyke, Ronald
Ann. Probab., Tome 14 (1986) no. 4, p. 582-597 / Harvested from Project Euclid
Given a class $\mathscr{A}$ of subsets of $\lbrack 0, 1\rbrack^d$ and an array $\{X_j: \mathbf{j} \in \mathbb{Z}^d_+\}$ of independent identically distributed random variables with $EX_j = 0, EX^2_j = 1$, the (unsmoothed) partial-sum process $S_n$ is given by $S_n(A) := n^{-d/2}\sum_{j \in n A}X_j, A \in \mathscr{A}$. If for the metric $\rho(A, B) = |A \Delta B|$ the metric entropy with inclusion $N_1(\varepsilon, \mathscr{A}, \rho)$ satisfies $\int^1_0(\varepsilon^{-1} \log N_I(\varepsilon, \mathscr{A}, \rho))^{1/2} d\varepsilon < \infty$, then an appropriately smoothed version of the partial-sum process converges weakly to the Brownian process indexed by $\mathscr{A}$. This improves on previous results of Pyke (1983) and of Bass and Pyke (1984) which require stronger conditions on the moments of $X_j$.
Publié le : 1986-04-14
Classification:  Partial-sum processes,  metric entropy,  weak convergence,  set-indexed processes,  Gaussian processes,  60F05,  60B10
@article{1176992532,
     author = {Alexander, Kenneth S. and Pyke, Ronald},
     title = {A Uniform Central Limit Theorem for Set-Indexed Partial-Sum Processes with Finite Variance},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 582-597},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992532}
}
Alexander, Kenneth S.; Pyke, Ronald. A Uniform Central Limit Theorem for Set-Indexed Partial-Sum Processes with Finite Variance. Ann. Probab., Tome 14 (1986) no. 4, pp.  582-597. http://gdmltest.u-ga.fr/item/1176992532/