A central limit theorem for stationary random fields (Q5906900)

The author proves a central limit theorem for strictly random fields under projective assumption. On \(\mathbb{Z}^d\) define the lexicographic order \(i<_{\text{lex}}j\). Consider a strictly stationary random field \((X_i)_{i\in \mathbb{Z}^d}\) with condition: \(\sum_{k\in V^1_0} | X_k \mathbb{E}_{| k|} (X_0) |\in \mathbb{L}^1\), where \(\mathbb{E}_k (X_i) =\mathbb{E} (X_i \mid {\mathfrak F}_{V^k_i})\), \(V^1_i =\{j\in \mathbb{Z}^d: j<_{\text{lex}} i\}\), and \(V^k_i =V^1_i \cap \{j\in \mathbb{Z}^d: | i-j |\geq k\}\). First he proposes a projective criterion comparable to the \(\mathbb{L}^1\) criterion stated by Gordin (1973) in the case of stationary and ergodic sequences. Second he presents a self-normalized sequence whose limit, under the given assumptions, is standard Gaussian. The criterion is similar to projective criteria for stationary sequences derived from Gordin's theorem about approximating martingales. But the author accomplishes the result by adaption of Lindeberg's method, which provides with weaker criterion than martingale-type conditions.