Rate of convergence for Hilbert space valued processes

DOI10.3150/16-BEJ870MaRDI QIDQ2405179zbMATH OpenOpenAlexFDO

Authors Moritz Jirak

Publication date 21 September 2017

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1707.09637, https://projecteuclid.org/euclid.bj/1501142440

zbMATH Keywords

Berry-Esseen resultsHilbert spacelinear processweak dependence

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

Abstract: Consider a stationary, linear Hilbert space valued process. We establish Berry-Essen type results with optimal convergence rates under sharp dependence conditions on the underlying coefficient sequence of the linear operators. The case of non-linear Bernoulli-shift sequences is also considered. If the sequence is $m$-dependent, the optimal rate $(n/m{)}^{1/2}$ is reached. If the sequence is weakly geometrically dependent, the rate $(n/logn{)}^{1/2}$ is obtained.

Review text

One of the aims of this paper is to establish Berry-Esseen-type results with optimal convergence rates under sharp dependence conditions on the underlying sequence of coefficients of the linear operators. It is shown that the convergence rate may be arbitrarily slow. The case of non-linear Bernoulli-shift sequences is also considered.

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• A new RKHS-based global testing for functional linear model
• Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods
• Limiting processes for measures in a Hilbert space relative to different kinds of convergence
• Rate of convergence of stochastic processes with values in \(\mathbb {R}\)-trees and Hadamard manifolds
• On Hilbertian stochastic processes: convergence in the central limit theorem

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