Normal approximation for linear stochastic processes and random fields in Hilbert space |
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Authors: | A. N. Nazarova |
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Affiliation: | (1) M. V. Lomonosov Moscow State University, Moscow, USSR |
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Abstract: | The central limit theorem is proved for linear random fields defined on an integer-valued lattice of arbitrary dimension and taking values in Hilbert space. It is shown that the conditions in the central limit theorem are optimal. Translated fromMatematicheskie Zametki, Vol. 68, No. 3, pp. 421–428, September, 2000. |
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Keywords: | central limit theorem linear random field second moment |
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