Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space

DOI10.1007/BF00969124MaRDI QIDQ1063308zbMATH OpenFDO

Authors Vidmantas Bentkus

Publication date 1984

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00969124

zbMATH Keywords

asymptotic expansionspolynomial of second orderrandom elements with values in a real separable Hilbert space

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Review text

Let \(S_ n\) be a sum of n independent random elements with values in a real separable Hilbert space H, \(w:H\to R^ 1\) be a polynomial of second order. In the paper under review asymptotic expansions of the probability \(P\{w(S_ n)<r\}\) are obtained.

Cites work

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Cited in

(11)

• Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
• Optimal bounds in non-Gaussian limit theorems for U-statistics
• Uniform rates of approximation by short asymptotic expansions in the CLT for quadratic forms
• Asymptotic normality of sums of Hilbert space valued random elements
• A new RKHS-based global testing for functional linear model
• Explicit rates of approximation in the CLT for quadratic forms
• scientific article; zbMATH DE number 4015789 (Why is no real title available?)
• scientific article; zbMATH DE number 3938126 (Why is no real title available?)
• scientific article; zbMATH DE number 4102165 (Why is no real title available?)
• Rates of convergence in the CLT for linear random fields
• On Hilbertian stochastic processes: convergence in the central limit theorem

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