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A counter example to central limit theorem in Hilbert spaces under a strong mixing condition


 
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1. Title Title of document A counter example to central limit theorem in Hilbert spaces under a strong mixing condition
 
2. Creator Author's name, affiliation, country Davide Giraudo; Université de Rouen; France
 
2. Creator Author's name, affiliation, country Dalibor Volny; Université de Rouen; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Central limit theorem, Hilbert space, mixing conditions, strictly stationary process
 
3. Subject Subject classification 60F05 ; 60G10
 
4. Description Abstract We show that in a separable infinite dimensional Hilbert space, uniform integrability of the square of the norm of normalized partial sums of a strictly stationary sequence, together with a strong mixing condition, does not guarantee the central limit theorem.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2014-08-29
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/3249
 
10. Identifier Digital Object Identifier 10.1214/ECP.v19-3249
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 19
 
12. Language English=en en
 
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