Central Limit Theorem in Holder spaces in the terms of majorizing measures

2014/09/21 by E. Ostrovsky, Ostrovsky, E., L. Sirota +1
Mathematics · #Advanced Harmonic Analysis Research #FOS: Mathematics #Geometric Analysis and Curvature Flows #Mathematical Approximation and Integration #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.1409.6054

openalex publication_date 2014/09/21 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28

Abstract

We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and M.Talagrand. We introduce a new class of Banach spaces-rectangle Holder spaces and investigate CLT in this spaces via the fractional order Sobolev-Grand Lebesgue norms. Our further considerations based on the improvement of the L.Arnold and P.Imkeller generalization of the classical Garsia-Rodemich-Rumsey inequality, which allow us to reduce degree of the distance in the important particular cases.

Citations

• Schlomilch and Bell Series for Bessel's Functions, with Probabilistic Applications
• Monte-Carlo method for multiple parametric integrals calculation and solving of linear integral Fredholm equations of a second kind, with confidence regions in uniform norm
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• Hitchhiker's guide to the fractional Sobolev spaces

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