On the central limit theorem for nonuniform \(\varphi\)-mixing random fields (Q1303904)
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On the central limit theorem for nonuniform \(\varphi\)-mixing random fields (English)
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7 November 2000
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For a random field \(\xi_{\mathbf k}\) with finite means on \({\mathbb Z}^d\), a sequence of \(n\)th-level partial-sum processes \(Z_n\) is considered. Random variables \(\xi_{\mathbf k}\) are supposed to satisfy the nonuniform \(\varphi\)-mixing condition. Some Gibbs random fields are known to satisfy this condition, but not the uniform \(\varphi\)-mixing condition. The finite-dimensional convergence of \(Z_n\) on the class of Borel subsets of \([0,1]^d\) to a Brownian motion is proved under the same moment and mixing rate assumptions as in Theorem 1 of \textit{B. S. Nahapetian} [in: Multicomponent random systems. Adv. Probab. Relat. Top. 6, 531-547 (1980; Zbl 0442.60053)], which is a central limit theorem for an increasing sequence of rectangles. A moment inequality is given from which the convergence of the finite-dimensional distributions to a Brownian motion on the Borel subsets is obtained. A uniform CLT is proved for classes of sets with a metric entropy restriction and applied to certain Gibbs fields. This extends some results of \textit{D. Chen} [Ann. Probab. 19, No. 2, 635-649 (1991; Zbl 0735.60034)].
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random fields on integer lattice
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partial-sum process
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Brownian motion
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uniform central limit theorem
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nonuniform \(\varphi\)-mixing
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metric entropy
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Gibbs fields
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