Title of article :
Central limit theorem for linear processes with values in a Hilbert space
Author/Authors :
Merlevède، نويسنده , , Florence، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
In this paper we study the behavior of Sn = ∑nk = 1αnkεk associated to an i.i.d. sequence (εk, k ∈ Z) with values in a real separable Hilbert space H of infinite dimension, and where (αnk, 1 ⩽ k ⩽ n) is a triangular array of bounded linear operators from H to H. We shall provide sufficient conditions for the CLT for (Sn, n ⩾ 1) imposed on the norm of the operators and on the moments of Sn.
Keywords :
Uniform integrability , Hilbert space valued linear processes , 60F05 , Hilbertian white noise , Central Limit Theorem , 60G50
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications