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arXiv · 1912.00338

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

M. R. Formica·E. Ostrovsky·L. Sirota
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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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M. R. Formica, E. Ostrovsky, L. Sirota. 2019-12-01. Central Limit Theorem in Lebesgue-Riesz spaces for weakly dependent random sequences. https://arxiv.org/abs/1912.00338

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