Asymptotic normality in Banach spaces via Lindeberg method

DOI10.1007/S10959-022-01177-XMaRDI QIDQ6046196zbMATH OpenOpenAlexFDO

Authors Alfredas Račkauskas, Charles Suquet

Publication date 16 May 2023

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-022-01177-x

zbMATH Keywords

Lindeberg methodsmooth Banach spacetriangular array

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Central limit and other weak theorems (60F05)

Review text

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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