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CLT for Operator Abel Sums of Random Elements

  • Tengiz Shervashidze und Vaja Tarieladze
Veröffentlicht/Copyright: 11. März 2010
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Georgian Mathematical Journal
Aus der Zeitschrift Band 15 Heft 4

Abstract

Let (ξ𝑘)𝑘 ≥ 1 be a sequence of independent, identically distributed second order mean zero random elements in a separable Hilbert space 𝐻 and 𝐴 be an element of a certain class of linear continuous operators 𝐻 → 𝐻 such that ‖𝐴‖ < 1. Denote . We prove that if ‖𝐼 – 𝐴‖ tends to zero, where 𝐼 is the identity operator, then the normalized sum (𝐼 – 𝐴2)1/2η𝐴 converges in distribution to a Gaussian random element.

Received: 2008-03-21
Published Online: 2010-03-11
Published in Print: 2008-December

© Heldermann Verlag

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  4. Existence of Solutions in Weighted Sobolev Spaces for Some Degenerate Quasilinear Elliptic Equations
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