English

The central limit theorem for a sequence of random processes with space varying long memory

Probability 2015-09-02 v1

Abstract

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space L2(μ)L^2(\mu) for the partial sums of the sequence of random processes with space varying long memory. Of particular interest is a non-standard normalization of the partial sums in the central limit theorem.

Keywords

Cite

@article{arxiv.1509.00299,
  title  = {The central limit theorem for a sequence of random processes with space varying long memory},
  author = {Vaidotas Characiejus and Alfredas Račkauskas},
  journal= {arXiv preprint arXiv:1509.00299},
  year   = {2015}
}

Comments

11 pages, 1 figure

R2 v1 2026-06-22T10:46:27.090Z