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Random processes and Central Limit Theorem in Besov spaces

We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces. Main apparatus is the theory of mixed (anisotropic) Lebesgue-Riesz spaces, in particular so-called permutation inequality.

preprint2015arXivOpen access
E. OstrovskyL. Sirota
math.PR
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Open access2 authors1 topic
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E. OstrovskyL. Sirota

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