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What second-order lipschitz conditions imply the CLT?

Part of the Lecture Notes in Mathematics book series (LNM,volume 526)

Keywords

  • Brownian Motion
  • Central Limit Theorem
  • Gaussian Process
  • Sample Path
  • Lipschitz Condition

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References

  • Araujo, A. de (1974). On the central limit theorem in C[0,1]. To appear.

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  • Dudley, R. M. (1974). Metric entropy and the central limit theorem in C(S). Ann. Inst. Fourier 24 49–60.

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  • Garsia, A., Rodemich, E. and Rumsey, H. (1970). A real variable lemma and the continuity of paths of Gaussian processes. Indiana U. Math. J. 20 565–578.

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  • Hahn, M. (1975). The central limit theorem for D[0,1]-valued random variables. Thesis, M.I.T.

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  • Loève, M. (1963). Probability Theory. Van Nostrand, Princeton.

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  • Strassen, V. and Dudley, R. (1969). The central limit theorem and ε-entropy. Lecture Notes in Math. 89 224–231.

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© 1976 Springer-Verlag

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Hahn, M.G. (1976). What second-order lipschitz conditions imply the CLT?. In: Beck, A. (eds) Probability in Banach Spaces. Lecture Notes in Mathematics, vol 526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0082346

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  • DOI: https://doi.org/10.1007/BFb0082346

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07793-0

  • Online ISBN: 978-3-540-38256-0

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