Rates in the empirical central limit theorem for stationary weakly dependent random fields. (Q1857355)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Rates in the empirical central limit theorem for stationary weakly dependent random fields.
scientific article

    Statements

    Rates in the empirical central limit theorem for stationary weakly dependent random fields. (English)
    0 references
    0 references
    0 references
    2002
    0 references
    The authors derives weak dependence conditions as the natural generalization to random fields on notions developed by \textit{P. Doukhan} and \textit{S. Louhichi} [Stochastic Processes Appl. 84, 313--342 (1999; Zbl 0996.60020)]. Examples of such weakly dependent fields are also defined. In the context of a weak dependence coefficient series with arithmetic or geometric decay, the authors give explicit bounds in the Prokhorov metric for the convergence in the empirical central limit theorem. For random fields indexed by \({\mathbb Z}^d ,\) in the geometric decay case, rates have the form \(n^{-1/(8d+24)}L(n)\), where \(L(n)\) is a power of \(\log (n).\)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stationary sequences
    0 references
    inequalities
    0 references
    Rosenthal inequality
    0 references
    positive dependence
    0 references
    mixing
    0 references
    central limit theorem
    0 references