Random processes and Central Limit Theorem in Besov spaces

E. Ostrovsky; L. Sirota

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arXiv · 1507.00696

Random processes and Central Limit Theorem in Besov spaces

E. Ostrovsky·L. Sirota

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Abstract

We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces. Main apparatus is the theory of mixed (anisotropic) Lebesgue-Riesz spaces, in particular so-called permutation inequality.

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E. Ostrovsky, L. Sirota. 2015-07-02. Random processes and Central Limit Theorem in Besov spaces. https://arxiv.org/abs/1507.00696

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