Estimating the convergence rate in the CLT for dependent random elements in a Hilbert space

1992 ◽  
Vol 31 (1) ◽  
pp. 34-42
Author(s):  
P. Gudinas
Keyword(s):  
Hilbert Space ◽  
Convergence Rate ◽  
Random Elements

Asymptotic normality of sums of Hilbert space valued random elements

2019 ◽  
Vol 0 (0) ◽  
Author(s):  
Alfredas Račkauskas
Keyword(s):  
Hilbert Space ◽  
Asymptotic Normality ◽  
Separable Hilbert Space ◽  
Linear Process ◽  
Weighted Sums ◽  
Bounded Operators ◽  
Linear Processes ◽  
Summation Methods ◽  
Random Elements

Abstract We investigate the asymptotic normality of distributions of the sequence {\sum_{k\in\mathbb{Z}}u_{n,k}X_{k}} , {n\in\mathbb{N}} , where {(X_{k},k\in\mathbb{Z})} either is a sequence of i.i.d. random elements or constitutes a linear process with i.i.d. innovations in a separable Hilbert space. The weights {(u_{n,k})} are in general a family of linear bounded operators. This model includes operator weighted sums of Hilbert space valued linear processes, operator-wise discounted sums in a Hilbert space as well some extensions of classical summation methods.

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