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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 337–339
(Mi tvp2354)
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This article is cited in 5 scientific papers (total in 5 papers)
Short Communications
Central limit theorem for stationary sequences in the Hilbert space
V. V. Mal'cev, E. I. Ostrovskiĭ Obninsk
Abstract:
Let $\xi_i$ be a centered strong stationary sequence in the separable Hilbert space $H$. We say that $\xi_i$ satisfy CLT if $S_n=n^{-1/2}(\xi_1+\dots+\xi_n)$ converges weakly to a Gaussian variable $\eta$, $\mathbf P\{\eta\in H\}=1$. We study some conditions on a mixing of a sequence $\xi_i$ for this sequence to satisfy CLT.
Received: 04.07.1979
Citation:
V. V. Mal'cev, E. I. Ostrovskiǐ, “Central limit theorem for stationary sequences in the Hilbert space”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 337–339; Theory Probab. Appl., 27:2 (1983), 357–359
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https://www.mathnet.ru/eng/tvp2354 https://www.mathnet.ru/eng/tvp/v27/i2/p337
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