Breuer-Major Theorems for Hilbert Space-Valued Random Variables

Abstract

Let $\{X_k\}_{k\in\mathbb{Z}}$ be a stationary Gaussian process with values in a separable Hilbert space $\mathcal{H}_1$, and let $G:\mathcal{H}_1\to\mathcal{H}_2$ be a measurable map into another separable Hilbert space $\mathcal{H}_2$. We derive a central limit theorem for the centered normalized partial sums of the Hilbert space-valued subordinated process $\{G[X_k]\}_{k\in\mathbb{Z}}$. Our result holds under either of two sets of sufficient conditions, formulated in terms of the transformation $G$ and the temporal and cross-sectional dependence structure of $\{X_k\}_{k\in\mathbb Z}$. These conditions coincide in finite dimensions but lead to genuinely different phenomena in the infinite-dimensional setting. The proof relies on the recently developed Fourth Moment Theorem on Hilbert spaces, leveraging tools from the infinite-dimensional Malliavin-Stein framework. We also provide continuous-time and quantitative versions of the central limit theorem. In a series of examples, we recover and strengthen limit theorems for a wide array of statistics relevant in functional data analysis, and present, as an application of our result, a novel limit theorem in the framework of neural operators.