Central Limit Theorem in Lebesgue-Riesz spaces for weakly dependent random sequences
Probability
2019-12-05 v2
Abstract
We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We investigate the asymptotical as well as non-asymptotical approach.
Cite
@article{arxiv.1912.00338,
title = {Central Limit Theorem in Lebesgue-Riesz spaces for weakly dependent random sequences},
author = {M. R. Formica and E. Ostrovsky and L. Sirota},
journal= {arXiv preprint arXiv:1912.00338},
year = {2019}
}