Operator self-similar processes and functional central limit theorems

Vaidotas Characiejus, Alfredas Račkauskas

Let $\{X_k:k\ge 1\}$ be a linear process with values in the separable Hilbert space $L_2(\mu )$ given by $X_k={\sum }_{j=0}^{\infty }(j+1{)}^{-D}{\epsilon }_{k-j}$ for each $k\ge 1$, where $D$…