On the central limit theorem in Banach spaces |
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Authors: | Aloisio Pessoa de Araujo |
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Affiliation: | University of California at Berkeley USA |
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Abstract: | It is shown, with the use of a concentration inequality of LeCam, that associated with an infinitely divisible random variable with values in a separable Banach space there is a Lévy-Khintchine formula. A partial converse of this fact is also proved. Relations between the continuity of the compound Poisson and the Gaussian variables associated with a Lévy measure are studied. A central limit theorem is obtained and examples are given. |
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Keywords: | Central limit theorem in Banach spaces LeCam concentration inequality Lé vy-Khintchine representation in Banach spaces |
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