Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation
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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