A Central Limit Theorem for the Linear Process in a Hilbert Space under Negative Association

- Journal title : Communications for Statistical Applications and Methods
- Volume 16, Issue 4, 2009, pp.687-696
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2009.16.4.687

Title & Authors

A Central Limit Theorem for the Linear Process in a Hilbert Space under Negative Association

Ko, Mi-Hwa;

Ko, Mi-Hwa;

Abstract

We prove a central limit theorem for the negatively associated random variables in a Hilbert space and extend this result to the linear process generated by negatively associated random variables in a Hilbert space. Our result implies an extension of the central limit theorem for the linear process in a real space under negative association to a simplest case of infinite dimensional Hilbert space.

Keywords

Central limit theorem;negatively associated;linear operator;H-valued random variable;linear process;

Language

English

Cited by

1.

A STRONG LAW OF LARGE NUMBERS FOR AANA RANDOM VARIABLES IN A HILBERT SPACE AND ITS APPLICATION,Ko, Mi-Hwa;

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