Central limit theorem for linear processes with values in a Hilbert space
In this paper we study the behavior of Sn = [summation operator]nk = 1[alpha]nk[var epsilon]k associated to an i.i.d. sequence ([var epsilon]k, k [set membership, variant] Z) with values in a real separable Hilbert space H of infinite dimension, and where ([alpha]nk, 1 [less-than-or-equals, slant] k [less-than-or-equals, slant] n) is a triangular array of bounded linear operators from H to H. We shall provide sufficient conditions for the CLT for (Sn, n [greater-or-equal, slanted] 1) imposed on the norm of the operators and on the moments of Sn.
Year of publication: |
1996
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Authors: | Merlevède, Florence |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 65.1996, 1, p. 103-114
|
Publisher: |
Elsevier |
Keywords: | 60F05 60G50 Hilbertian white noise Hilbert space valued linear processes central limit theorem Uniform integrability |
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