Asymptotic normality in Banach spaces via Lindeberg method (Q6046196)
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scientific article; zbMATH DE number 7686378
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English | Asymptotic normality in Banach spaces via Lindeberg method |
scientific article; zbMATH DE number 7686378 |
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Asymptotic normality in Banach spaces via Lindeberg method (English)
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16 May 2023
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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.
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Lindeberg method
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smooth Banach space
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triangular array
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