Technical Report, Issue 573The School, 1983 - Operations research |
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appendix arbitrary measurable space asymptotic expansion Borel C² h canonical converge in distribution convergence in D[0,T converges weakly Cramer-Wold device ct h defined in Theorem described in 2.3 Dynkin and Mandelbaum Ext h)² finite number finite-dimensional functions hk Gaussian random measure h has rank H₁ Hermite polynomial identically distributed integral of order integrals with respect invariance principles Kolmogorov's inequality Let he Hp Let X,B,v limit in D[0,T limit theorem limiting distribution limiting process linear interpolation measurable functions multiple Wiener integrals Neveu 11 number of values Poisson Point Process Poisson process process h process yt h product space Proof of Lemma proof of Theorem prove Lemma random variables square integrable martingale stochastic process sup s-t symmetric function symmetric statistics tight U-statistics variance Weak convergence weak limit weakly in D[0,T wt h wt(h ΦεΦ