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Central limit theorem under the Dedecker-Rio condition in some Banach spaces

Authors :
Bigot, Aurélie
Publication Year :
2023

Abstract

We extend the central limit theorem under the Dedecker-Rio condition to adapted stationary and ergodic sequences of random variables taking values in a class of smooth Banach spaces. This result applies to the case of random variables taking values in $L^p(\mu)$, with $2 \leq p < \infty$ and $\mu$ a $\sigma$-finite real measure. As an application we give a sufficient condition for empirical processes indexed by Sobolev balls to satisfy the central limit theorem, and discuss about the optimality of these conditions.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2307.01564
Document Type :
Working Paper