On convergence of random linear functionals

被引:1
|
作者
Majumdar, S [1 ]
机构
[1] Univ Connecticut, Dept Stat, Stamford, CT 06901 USA
关键词
Skorohod-Dudley-Wichura representation; Prohorov compactness theorem; uniform boundedness principle;
D O I
10.1016/j.spl.2005.06.010
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
When is the pointwise limit of the characteristic functions of a sequence {X-n} of random elements taking values in a real reparable Hilbert space H the characteristic function of a H valued random element? Uniform tightness of {parallel to X(n)parallel to : n >= 1} is sufficient, but not necessary, whereas uniform tightness of {< Xn, y >, : n >= 1, parallel to y parallel to <= 1} 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. (c) 2005 Elsevier B.V. All rights reserved.
引用
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页码:249 / 255
页数:7
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