Abstract
We consider the laws of Gaussian random elements arising from randomization procedures in ergodic theory and real analysis. We find sufficient conditions for the tightness of the corresponding families in the spaces C[0, 1] and LP[0, 1] and demonstrate some crucial situations where tightness does not take place.
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Lifshits, M., Weber, M. (2001). Tightness of Stochastic Families Arising From Randomization Procedures. In: Balakrishnan, N., Ibragimov, I.A., Nevzorov, V.B. (eds) Asymptotic Methods in Probability and Statistics with Applications. Statistics for Industry and Technology. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0209-7_10
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DOI: https://doi.org/10.1007/978-1-4612-0209-7_10
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-1-4612-6663-1
Online ISBN: 978-1-4612-0209-7
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