Berry-Esseen's central limit theorem for non-causal linear processes in Hilbert space

preprint2010arXivOpen access

Abstract

Let HH be a real separable Hilbert space and (ak)k∈Z(a_k)_{k\in\mathbb{Z}} a sequence of bounded linear operators from HH to HH. We consider the linear process XX defined for any kk in Z\mathbb{Z} by Xk=∑j∈Zaj(εk−j)X_k=\sum_{j\in\mathbb{Z}}a_j(\varepsilon_{k-j}) where (εk)k∈Z(\varepsilon_k)_{k\in\mathbb{Z}} is a sequence of i.i.d. centered HH-valued random variables. We investigate the rate of convergence in the CLT for XX and in particular we obtain the usual Berry-Esseen's bound provided that ∑j∈Z∣j∣∥aj∥L(H)<+∞\sum_{j\in\mathbb{Z}}\vert j\vert\|a_j\|_{\mathcal{L}(H)}<+\infty and ε0\varepsilon_0 belongs to LH∞L_H^{\infty}.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.