Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation (Q2135199)
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English | Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation |
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Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation (English)
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4 May 2022
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The main object of the paper is the weighted sum \(S_n = \sum_{j=1}^{m_n}c_{nj}X_{nj},\) where \((X_{nj} ; 1 \leq j \leq m_n,n\geq 1)\) is a Hilbert-space-valued identically distributed martingale difference array and \((c_{nj}; 1 \leq j \leq m_n, n\geq 1)\) is an array of real numbers. The paper extends the results of \textit{M. Peligrad} and \textit{H. Sang} [J. Theor. Probab. 26, No. 1, 222--239 (2013; Zbl 1296.60062)] to Hilbert space-valued martingale difference arrays with second moment barely divergent. The paper also gives central limit theorems for the weighted sum of above-mentioned type of Hilbert space-valued martingale difference arrays with 2nd-order decay of tail probability.
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central limit theorems
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martingale differences
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Hilbert space
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weighted sum
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regular variation
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