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 , with and a -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}
}