On the convergence of Dirichlet processes

Citation
F. Coquet et L. Slominski, On the convergence of Dirichlet processes, BERNOULLI, 5(4), 1999, pp. 615-639
Citations number
19
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
13507265 → ACNP
Volume
5
Issue
4
Year of publication
1999
Pages
615 - 639
Database
ISI
SICI code
1350-7265(199908)5:4<615:OTCODP>2.0.ZU;2-K
Abstract
For a given weakly convergent sequence {X-n} of Dirichlet processes we show weak convergence of the. sequence of the corresponding quadratic variation processes as well as stochastic integrals driven by the X-n values provide d that the condition UTD (a counterpart to the condition UT for Dirichlet p rocesses) holds true. Moreover, we show that under UTD the limit process of {X-n} is a Dirichlet process, too.