Hostname: page-component-89b8bd64d-4ws75 Total loading time: 0 Render date: 2026-05-07T14:53:43.118Z Has data issue: false hasContentIssue false

Hölderian invariance principle for Hilbertian linear processes

Published online by Cambridge University Press:  04 July 2009

Alfredas Račkauskas
Affiliation:
Department of Mathematics and Informatics, Vilnius University, Naugarduko 24, 2006 Vilnius, Lithuania; alfredas.rackauskas@maf.vu.lt Institute of Mathematics and Informatics, Akademijos str. 4, 08663 Vilnius, Lithuania
Charles Suquet
Affiliation:
Laboratoire P. Painlevé, UMR 8524 CNRS, Université Lille I, Bât. M2, Cité Scientifique, 59655 Villeneuve d'Ascq Cedex, France; Charles.Suquet@math.univ-lille1.fr
Get access

Abstract

Let $(\xi_n)_{n\ge 1}$ be the polygonal partial sums processes built on the linear processes $X_n=\sum_{i\ge 0}a_i(\epsilon_{n-i})$ , n ≥ 1, where $(\epsilon_i)_{i\in\mathbb{Z}}$ are i.i.d., centered random elements in some separable Hilbert space $\mathbb{H}$ and the a i 's are bounded linear operators $\mathbb{H}\to \mathbb{H}$ , with $\sum_{i\ge 0}\lVert a_i\rVert<\infty$ . We investigate functional central limit theorem for $\xi_n$ in the Hölder spaces $\mathrm{H}^o_\rho(\mathbb{H})$ of functions $x:[0,1]\to\mathbb{H}$ such that ||x(t + h) - x(t)|| = o(p(h)) uniformly in t, where p(h) = hαL(1/h), 0 ≤ h ≤ 1 with 0 ≤ α ≤ 1/2 and L slowly varying at infinity. We obtain the $\mathrm{H}^o_\rho(\mathbb{H})$ weak convergence of $\xi_n$ to some $\mathbb{H}$ valued Brownian motion under the optimal assumption that for any c>0, $tP(\lVert \epsilon_0\rVert>ct^{1/2}\rho(1/t))=o(1)$ when t tends to infinity, subject to some mild restriction on L in the boundary case α = 1/2. Our result holds in particular with the weight functions p(h) = h1/2 lnβ(1/h), β > 1/2>.

Information

Type
Research Article
Copyright
© EDP Sciences, SMAI, 2009

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Article purchase

Temporarily unavailable