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.

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