The Lindeberg-Feller and Lyapunov Central Limit Theorems are generalized to Hilbert Spaces. Since the Levy Continuity Theorem fails in infinite-dimensional settings, this generalization must depart from its finite-dimensional analogue by relying on alternative continuity results about linear functionals.
翻译:Lindeberg-Feller 和 Lyapunov 中心限制理论在Hilbert 空间中是通用的。 由于Levy continution 理论在无穷维环境中失败,这种概括性必须与其有限维类比脱节,依靠线性功能的替代连续性结果。