|
Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 1, Pages 83–97
(Mi tvp2156)
|
|
|
|
This article is cited in 5 scientific papers (total in 5 papers)
Central limit theorem for the Banach-valued weakly dependent random variables
V. A. Dmitrovskiĭ, S. V. Ermakov, E. I. Ostrovskiĭ Obninsk
Abstract:
Let $B$ be a separable Banach space, $\xi_i$ – a stationary sequence of $B$-valued random variables with zero mean. In this paper we investigate some conditions on the character and rate of mixing under which the sequence $\xi_i$ satisfies the central limit theorem, i. e. the sequence
$$
S_n=n^{-1/2}(\xi_1+\dots+\xi_n),\qquad n\to\infty,
$$
converges weakly to some Gaussian $B$-valued variable.
Received: 02.07.1979
Citation:
V. A. Dmitrovskiǐ, S. V. Ermakov, E. I. Ostrovskiǐ, “Central limit theorem for the Banach-valued weakly dependent random variables”, Teor. Veroyatnost. i Primenen., 28:1 (1983), 83–97; Theory Probab. Appl., 28:1 (1984), 89–104
Linking options:
https://www.mathnet.ru/eng/tvp2156 https://www.mathnet.ru/eng/tvp/v28/i1/p83
|
Statistics & downloads: |
Abstract page: | 184 | Full-text PDF : | 87 | First page: | 1 |
|