Operator self-similar processes and functional central limit theorems
Probability
2016-09-07 v1
Abstract
Let be a linear process with values in the separable Hilbert space given by for each , where is defined by for each with and are independent and identically distributed -valued random elements with and . We establish sufficient conditions for the functional central limit theorem for when the series of operator norms diverges and show that the limit process generates an operator self-similar process.
Cite
@article{arxiv.1609.01435,
title = {Operator self-similar processes and functional central limit theorems},
author = {Vaidotas Characiejus and Alfredas Račkauskas},
journal= {arXiv preprint arXiv:1609.01435},
year = {2016}
}
Comments
22 pages