pith. sign in

arxiv: 1707.09637 · v1 · pith:7IC2BACXnew · submitted 2017-07-30 · 🧮 math.PR

Rate of convergence for Hilbert space valued processes

classification 🧮 math.PR
keywords ratesequenceconvergencedependenthilbertlinearoptimalspace
0
0 comments X
read the original abstract

Consider a stationary, linear Hilbert space valued process. We establish Berry-Essen type results with optimal convergence rates under sharp dependence conditions on the underlying coefficient sequence of the linear operators. The case of non-linear Bernoulli-shift sequences is also considered. If the sequence is $m$-dependent, the optimal rate $(n/m)^{1/2}$ is reached. If the sequence is weakly geometrically dependent, the rate $(n/\log n)^{1/2}$ is obtained.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.