Central Limit Theorem in Lebesgue-Riesz spaces for weakly dependent random sequences

2019/12/01 by Formica, M. R., Ostrovsky, E., Sirota, L.
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1912.00338

Abstract

We deduce sufficient conditions for the Central Limit Theorem (CLT) in the Lebesgue-Riesz space L(p) defined on some measure space for the sequence of centered random variables satisfying the strong mixing (Rosenblatt) condition. We investigate the asymptotical as well as non-asymptotical approach.

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