A Hölderian functional central limit theorem for a multi-indexed summation process (Q2372470)

Let \(\{X_{\mathbf j}; {\mathbf j}\in \mathbb{N}^d\}\), \(d>1\), be an i.i.d. random field of square integrable centered random elements in the separable Hilbert space \(\mathbb{H}\) and \(\xi_{\mathbf n}\), \({\mathbf n}\in \mathbb{N}^d,\) be the summation processes based on the collection of sets \([0,t_1]\times\cdots\times[0,t_d]\), \(0\leq t_i\leq 1\), \(i=1,\dots,d\). Let \(W\) be an \(\mathbb{H}\)-valued Brownian sheet with the same covariance operator as \(X_{\mathbf 1}\); let \(0<\alpha<1/2\) and \(p=(1/2-\alpha)^{-1}\). It is proved that \((n_1\cdots n_d)^{-1/2}\xi_{\mathbf n}\) converges in the Hölder space \(\mathrm{H}_{\alpha}^o(\mathbb{H})\) to \(W\) if and only if \(\sup_{t>0} t^pP(\| X_{\mathbf 1}\| >t)<\infty\), in contrast to the case \(d=1\) and \(\mathbb{H}=\mathbb{R}\) [see \textit{A.~Račkauskas} and \textit{Ch.~Suquet}, Teor. Jmovirn. Mat. Stat. 68, 115--124 (2003); translation in Theory Probab. Math. Stat. 68, 127--138 (2003; Zbl 1050.60040)].