English

Central limit theorem under the Dedecker-Rio condition in some Banach spaces

Probability 2024-07-12 v2

Abstract

We extend the central limit theorem under the Dedecker-Rio condition to adapted stationary and ergodic sequences of random variables taking values in a class of smooth Banach spaces. This result applies to the case of random variables taking values in Lp(μ)L^p(\mu), with 2p<2 \leq p < \infty and μ\mu a σ\sigma-finite real measure. As an application we give a sufficient condition for empirical processes indexed by Sobolev balls to satisfy the central limit theorem, and discuss about the optimality of these conditions.

Keywords

Cite

@article{arxiv.2307.01564,
  title  = {Central limit theorem under the Dedecker-Rio condition in some Banach spaces},
  author = {Aurélie Bigot},
  journal= {arXiv preprint arXiv:2307.01564},
  year   = {2024}
}