The conditional Lindeberg-Trotter operator in the resolution of the limit theorems with rates for dependent random variables. Applications to Markovian processes (Q1114987)

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The conditional Lindeberg-Trotter operator in the resolution of the limit theorems with rates for dependent random variables. Applications to Markovian processes
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    The conditional Lindeberg-Trotter operator in the resolution of the limit theorems with rates for dependent random variables. Applications to Markovian processes (English)
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    1988
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    This paper is concerned with weak convergence of sums of dependent random variables (r.vs.). A well-known approach to establish this type of convergence is the Trotter operator method [cf. \textit{H. F. Trotter}, Proc. Am. Math. Soc. 10, 545-551 (1959; Zbl 0099.104)]. The authors generalize this method to the situation that the r.vs. in question are dependent. For this purpose, they introduce a conditional Trotter operator \(V_{x| {\mathcal G}}f(y):\quad C_ B\to C_ B\times Z(\Omega,{\mathcal A})\) \((C_ B\) being the space of uniformly continuous and bounded functions; \(Z(\Omega,{\mathcal A})\) being the set of measurable r.vs. on \((\Omega,{\mathcal A}))\) by \[ (V_{X| {\mathcal G}}f)(y):=\inf_{x\in A_ a(y,f)}E[f(X+x)| {\mathcal G}], \] \({\mathcal G}\subset {\mathcal A}\). Here, \(A_ a(y,f):=\{x\in {\mathbb{Q}}\), \(f(x)>f(y)\), \(y\in B_{ax}\}\), and \(B_{ax}:=\{y\in {\mathbb{R}}\); \(| x-y| <a\), \(x\in {\mathbb{Q}}\}\), \(a\in {\mathbb{Q}}\). The fact that \({\mathbb{R}}\) with the natural topology (having the basis \(\bar B:=\{B_{ax}\); \(x,a\in {\mathbb{Q}}\), \(a>0\})\) is a Polish space, ensures that all properties of this new operator hold almost surely for all \(y\in {\mathbb{R}}.\) In particular, all properties of the classical Trotter operator may be transferred to the conditional one and, if X is independent of \({\mathcal G}\), then \(V_{X| {\mathcal G}}f(y)=V_ Xf(y)\) (the classical Trotter operator). The authors then establish several general convergence assertions with O- and o-rates for dependent r.vs. and, in particular, general convergence results for Markov-processes. In the meantime, the second author [Result. Math. 15, 294-323 (1989)] has simplified the definition of \(V_{X| {\mathcal G}}f\).
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    rates
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    weak convergence of sums of dependent random variables
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    Trotter operator method
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    conditional Trotter operator
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    convergence results for Markov-processes
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