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Hilbert-space central limit theorem

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Convergence of random variables Central limit theorem
2026-09-24  0 By others on same topic  0 Discussions Create my own version
For independent identically distributed centered random variables in a separable Hilbert space with finite second moment, n−1/2∑i=1n​Xi​ converges in distribution to a centered Gaussian random element with the same covariance operator.

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  1. Central limit theorem
  2. Convergence of random variables
  3. Probability theory
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 225 / 1 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 225 / 2 / a / Solution

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