On limit theorems for Banach space valued linear processes

A recent result of Makagon and Salehi [7] is applied to obtain a sufficient condition for the concordance of the Wold decomposition and the spectral measure decomposition

In this paper, we give sufficient conditions to establish central limit theorems and moderate deviation principle for a class of support estimates of empirical and Poisson

Pre- cisely, we show that with suitable additional conditions, it satisfies a central limit theorem with rate, a local limit theorem, a renewal theorem and a large deviations

In the sequel, we will build again the spectral measure for invertible transformation and reversible Markov chain and then apply to Ergodic theorem and Central limit theorem..

We refer to the survey paper by Merlevède, Peligrad and Utev [15] for recent results on the central limit theorem and its weak invariance principle for stationary sequences under

Theorem (Hypercyclicity Criterion). Let us recall some basic definitions. hypercyclic operators, linear dynamics, ergodic theory, dynamical systems, central limit theorem... 1..

Central limit theorem in Banach spaces, H¨ older space, invariance principle, partial sums process.. 1 Department of Mathematics, Vilnius University, Naugarduko 24, Lt-2006

Keywords: Autoregressive process, Brownian motion, functional central limit theorem, H¨older space, integrated Ornstein-Uhlenbeck process, maximal inequality, partial sums,