Random processes and Central Limit Theorem in Besov spaces

Abstract: We study sufficient conditions for the belonging of random process to certain Besov space and for the Central Limit Theorem (CLT) in these spaces. We investigate also the non-asymptotic tail behavior of normed sums of centered random independent variables (vectors) with values in these spaces. Main apparatus is the theory of mixed (anisotropic) Lebesgue-Riesz spaces, in particular so-called permutation inequality.