Back to Search
Start Over
Central limit theorem under the Dedecker-Rio condition in some Banach spaces
- 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 :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.2307.01564
- Document Type :
- Working Paper