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A note on limiting infisup theorems

✍ Scribed by J. -C. Pomerol

Book ID
110572990
Publisher
Springer-Verlag
Year
1984
Tongue
English
Weight
163 KB
Volume
30
Category
Article
ISSN
0025-5610

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Given a Gaussian distribution G in l 2 we construct l 2 -valued i.i.d. random variables X 1 ; X 2 ; : : : such that: absolutely continuous with respect to G, and the total variation |F n -G| 9 0. This contrasts to Prokhorov's (Dokl. Akad. Nauk SSSR (N.S) 83 (1952) 797) local limit theorem in R k .