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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1982 Volume 27, Issue 2, Pages 337–339 (Mi tvp2354)

This article is cited 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


 English version:
Theory of Probability and its Applications, 1983, 27:2, 357–359

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