• 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
  • Pages
    12
  • From page
    103
  • To page
    114
  • 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
  • Serial Year
    1996
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575978