Random processes and Central Limit Theorem in Besov spaces
Probability
2015-07-03 v1
Abstract
We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces. Main apparatus is the theory of mixed (anisotropic) Lebesgue-Riesz spaces, in particular so-called permutation inequality.
Cite
@article{arxiv.1507.00696,
title = {Random processes and Central Limit Theorem in Besov spaces},
author = {E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1507.00696},
year = {2015}
}