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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Central limit theorem in L^p

Let $X = X(t)$, $t \in [0,1]$, be a stochastic process such that $\int_0^1 |X(t)|^p dt < \infty$ almost surely, where $1 \leq p < \infty$. Thus $X$ takes values in $L^p = L^p([0,1], dt)$. Assume in ad …
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