English

Rate of convergence for Hilbert space valued processes

Probability 2017-08-01 v1

Abstract

Consider a stationary, linear Hilbert space valued process. We establish Berry-Essen type results with optimal convergence rates under sharp dependence conditions on the underlying coefficient sequence of the linear operators. The case of non-linear Bernoulli-shift sequences is also considered. If the sequence is mm-dependent, the optimal rate (n/m)1/2(n/m)^{1/2} is reached. If the sequence is weakly geometrically dependent, the rate (n/logn)1/2(n/\log n)^{1/2} is obtained.

Keywords

Cite

@article{arxiv.1707.09637,
  title  = {Rate of convergence for Hilbert space valued processes},
  author = {Moritz Jirak},
  journal= {arXiv preprint arXiv:1707.09637},
  year   = {2017}
}
R2 v1 2026-06-22T21:01:40.874Z