Operator self-similar processes and functional central limit theorems (1609.01435v1)

Abstract: Let ${X_k:k\ge1}$ be a linear process with values in the separable Hilbert space $L_2(\mu)$ given by $X_k=\sum_{j=0}^\infty(j+1)^{-D}\varepsilon_{k-j}$ for each $k\ge1$, where $D$ is defined by $Df={d(s)f(s):s\in\mathbb S}$ for each $f\in L_2(\mu)$ with $d:\mathbb S\to\mathbb R$ and ${\varepsilon_k:k\in\mathbb Z}$ are independent and identically distributed $L_2(\mu)$-valued random elements with $\operatorname E\varepsilon_0=0$ and $\operatorname E|\varepsilon_0|^2<\infty$. We establish sufficient conditions for the functional central limit theorem for ${X_k:k\ge1}$ when the series of operator norms $\sum_{j=0}^\infty|(j+1)^{-D}|$ diverges and show that the limit process generates an operator self-similar process.