On a functional central limit theorem for the linear process generated by associated random variables in a Hilbert space

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Commun. Korean Math. Soc. 2008; 23(1): 133-140

Printed March 1, 2008

Mi-Hwa Ko and Tae-Sung Kim

Department of Mathematics, WonKwang University, Jeonbuk 570-749, Korea

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Let $\{\xi_k, k \in \mathbb{Z}\}$ be a strictly stationary associated sequence of $H$-valued random variables with $E\xi_k=0$ and $E\|\xi_k \|^2

Keywords: functional central limit theorem, linear process in a Hilbert space, association, linear operator, Hilbert space-valued random variable