On limit theorems for Banach-space-valued linear processes |
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Authors: | A Račkauskas Ch Suquet |
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Institution: | 1.Vilnius University,Vilnius,Lithuania;2.Institute of Mathematics and Informatics,Vilnius,Lithuania;3.Laboratoire P. Painlevé, UMR 8524 CNRS Université Lille I, Bat M2,Villeneuve d’Ascq Cedex,France |
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Abstract: | Let \( {\left( {{\epsilon_i}} \right)_{i \in \mathbb{Z}}} \) be i.i.d. random elements in a separable Banach space \( \mathbb{E} \), and let \( \mathop {\left( {{a_i}} \right)}\nolimits_{i \in \mathbb{Z}} \) be continuous linear operators from \( \mathbb{E} \) to a Banach space \( \mathbb{F} \) such that \( \sum\nolimits_{i \in \mathbb{Z}} {\left\| {{a_i}} \right\|} \) is finite. We prove that the linear process \( \mathop {\left( {{X_n}} \right)}\nolimits_{n \in \mathbb{Z}} \) defined by \( {X_n}: = \sum\nolimits_{i \in \mathbb{Z}} {{a_i}} \left( {{\epsilon_{n - i}}} \right) \) inherits from \( \mathop {\left( {{\epsilon_i}} \right)}\nolimits_{i \in \mathbb{Z}} \) the central limit theorem and functional central limit theorems in various Banach spaces of \( \mathbb{F} \)-valued functions, including Hölder spaces. |
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