Weak convergence of stochastic processes from spaces $F_\psi(\Omega)$

Statistics, Optimization and Information Computing(2018)

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摘要
This paper is devoted to the investigation of conditions for the eak convergence in the space $C(T)$ of the stochastic processes from the space $\mathbf{F}_\psi(\Omega)$. Using this conditions the limit theorem for stochastic processes from the space $\mathbf{F}_\psi(\Omega)$ has been obtained. This theorem can be utilized for gaining the given approximation accuracy and reliability of integrals depending on parameter by Monte Carlo method.
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关键词
weak convergence,stochastic processes
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