Asymptotic normality in Banach spaces via Lindeberg method (Q6046196)

This paper considers sums of Banach space-valued random variables with the aim to establish conditions for their asymptotic normality using a generalization of Lindeberg's elementary proof of the central limit theorem of 1922. The authors prove a central limit theorem for a triangular array of random elements with values in such Banach spaces, and establish the asymptotic normality of sums of Banach space-valued linear processes, as well of weighted sums of independent identically distributed Banach-valued random variables. Some remarks concerning the differentiability of norms and some examples of smooth Banach spaces are also presented.