WEAK CONVERGENCE TO SOME PROCESSES DEFINED BY MULTIPLE WIENER INTEGRALS
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概要
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We show that the random process ＄X_{n}=￥{X_{n}(t) : 0￥leqq t￥leqq 1￥}＄ defined by ＄X_{n}(t)=￥Sigma Q(i_{1}/N, ￥cdots , i_{m}/N)￥xi_{n.l_{1}}￥cdots￥xi_{n.i_{m}}＄ converges weakly in ＄D[0,1]＄ to some process defined by multiple Wiener integrals when ＄￥{￥xi_{n.￥ell}￥}＄ is a martingale difference array or a strictly stationary sequence of random variables satisfying some mixing condition.
- Yokohama City Universityの論文
- 1990-00-00
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