Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10526093 | Statistics & Probability Letters | 2005 | 7 Pages |
Abstract
When is the pointwise limit of the characteristic functions of a sequence {Xn} of random elements taking values in a real separable Hilbert space H the characteristic function of a H valued random element? Uniform tightness of {â¥Xnâ¥:n⩾1} is sufficient, but not necessary, whereas uniform tightness of {ãXn,yã:n⩾1,â¥yâ¥â©½1} is necessary, but not sufficient. The sufficiency statement extends to a separable reflexive Banach space, whereas the necessity statement extends to a Banach space with separable dual.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Suman Majumdar,