Skip to main content
Log in

Normal approximation for linear stochastic processes and random fields in Hilbert space

  • Published:
Mathematical Notes Aims and scope Submit manuscript

Abstract

The central limit theorem is proved for linear random fields defined on an integer-valued lattice of arbitrary dimension and taking values in Hilbert space. It is shown that the conditions in the central limit theorem are optimal.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. F. Merlevède, “Sur l’inversibilité des processus linéaires à valeurs dans un espace de Hilbert,”Compt. Rend. Acad. Sci. Paris. Sér. 1,321, 477–480 (1995).

    MATH  Google Scholar 

  2. F. Merlevède, M. Peligrad, and S. Utev, “Sharp conditions for the CLT of linear processes in a Hilbert space,”J. Theor. Probab.,10, No. 3, 681–693 (1997).

    Article  MATH  Google Scholar 

  3. A. Araujo and E. Giné,The Central Limit Theorem for Real and Banach-Valued Random Variables, J. Wiley, New York (1980).

    MATH  Google Scholar 

  4. I. A. Ibragimov and Yu. V. Linnik,Independent and Stationary Dependent Random Variables [in Russian], Nauka, Moscow (1965).

    Google Scholar 

  5. M. Ledoux and M. Talagrand,Probability in Banach Space, Springer, Berlin (1991).

    Google Scholar 

  6. P. Billingsley,Convergence of Probability Measures, J. Wiley, New York-London-Sydney-Toronto (1968).

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Translated fromMatematicheskie Zametki, Vol. 68, No. 3, pp. 421–428, September, 2000.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Nazarova, A.N. Normal approximation for linear stochastic processes and random fields in Hilbert space. Math Notes 68, 363–369 (2000). https://doi.org/10.1007/BF02674560

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02674560

Key words

Navigation