RUS  ENG
Full version
JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 1, Pages 83–97 (Mi tvp2156)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1984, 28:1, 89–104

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024