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On limit processes for a class of additive functional of recurrent diffusion processes

✍ Scribed by Yuji Kasahara; Shin'ichi Kotani


Publisher
Springer
Year
1979
Tongue
English
Weight
765 KB
Volume
49
Category
Article
ISSN
1432-2064

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Alexander's (1987, Ann. Probah. 15 178-203) central limit theorem for empirical processes on Vapnik-Cervonenkis classes of functions is extended to the case with non-Gaussian stable limits. The corresponding weak laws of large numbers are also established. \& 1993 Academic Press. Inc.