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arxiv: 1509.00299 · v1 · pith:NZNM6VNAnew · submitted 2015-09-01 · 🧮 math.PR

The central limit theorem for a sequence of random processes with space varying long memory

classification 🧮 math.PR
keywords spacecentrallimitmemoryprocessesrandomsequencetheorem
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In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the space $L^2(\mu)$ for the partial sums of the sequence of random processes with space varying long memory. Of particular interest is a non-standard normalization of the partial sums in the central limit theorem.

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