ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE

- Journal title : Communications of the Korean Mathematical Society
- Volume 23, Issue 1, 2008, pp.133-140
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/CKMS.2008.23.1.133

Title & Authors

ON A FUNCTIONAL CENTRAL LIMIT THEOREM FOR THE LINEAR PROCESS GENERATED BY ASSOCIATED RANDOM VARIABLES IN A HILBERT SPACE

Ko, Mi-Hwa; Kim, Tae-Sung;

Ko, Mi-Hwa; Kim, Tae-Sung;

Abstract

Let {} be a strictly stationary associated sequence of H-valued random variables with and < and {} a sequence of linear operators such that <. For a linear process we derive that {} fulfills the functional central limit theorem.

Keywords

functional central limit theorem;linear process in a Hilbert space;association;linear operator;Hilbert space-valued random variable;

Language

English

Cited by

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