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CLT for continuous random processes under approximations terms

We formulate and prove a new sufficient conditions for Central Limit Theorem(CLT) in the space of continuous functions in the terms typical for the approximation theory. We prove that the conditions for continuous CLT obtained by N.C.Jain and M.B.Marcus are under some natural additional conditions necessary. We provide also some examples in order to show the exactness of obtained results and illustrate briefly the applications in the Monte-Carlo method.

preprint2013arXivOpen access
E. OstrovskyL. Sirota
math.PR
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Open access2 authors1 topic
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E. OstrovskyL. Sirota

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