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Martingales à valeurs fermées bornées d’un espace métrique. (Martingales with values in closed bounded subsets of a metric space). (French) Zbl 0652.60015

We give [developing an idea of S. Doss,onal empirical processes for \(\Phi\)-mixing and a-mixing stochastic vectors to appropriate Gaussian processes under weaker conditions than K. J. Yoshihara [Z. Wahrscheinlichkeitstheor. Verw. Geb. 33, 133-137 (1975; Zbl 0304.60019)], i.e. either \[ \sum \Phi^{1/2}(2^ n)<\infty,\quad or\quad a(n)=O(n^{-r}), \] where \(r>2\), if \(p=1\); \(r>p+1\), if \(p\geq 2\) and even; \(r>p^ 2/(p-1)\), if \(p\geq 3\) and odd.

MSC:

60B99 Probability theory on algebraic and topological structures
60G44 Martingales with continuous parameter

Citations:

Zbl 0304.60019