A general Kolmogorov-Chentsov type theorem on general metric spaces with applications to limit theorems for Banach-valued processes
Abstract: The paper deals with moduli of continuity for paths of random processes indexed by a general metric space $\Theta$ with values in a general metric space $\mathcal{X}$. Adapting the moment condition on the increments from the classical Kolmogorov-Chentsov theorem, the obtained result on the modulus of continuity allows for H\"older-continuous modifications if the metric space $\mathcal{X}$ is complete. This result is universal in the sense that its applicability depends only on the geometry of the space $\Theta$. In particular, it is always applicable if $\Theta$ is a bounded subset of a Euclidean space or a relatively compact subset of a connected Riemannian manifold. The derivation is based on refined chaining techniques developed by Talagrand. As a consequence of the main result a criterion is presented to guarantee uniform tightness of random processes with continuous paths.This is applied to find central limit theorems for Banach-valued random processes.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.