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 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.
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