Limit theorems for point random fields defined on the plane

DOI10.1007/BF01066912MaRDI QIDQ808098zbMATH OpenOpenAlexFDO

Authors A. D. Rojtgarts

Publication date 1991

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01066912

zbMATH Keywords

different types of compensators Skorokhod topology two-parameter point random fields weak convergence

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Random fields (60G60)

Review text

Let \(\{N^ n\}\) be a sequence of two-parameter point random fields, field \(N^ n\) is adapted to filration \({\mathcal F}^ n\). The paper comprises sufficient conditions under which the sequence of fields \(\{N^ n\}\) converges weakly (i.e. in the Skorokhod topology) to the point field N with independent increments, whose finite-dimensional distributions are known. Conditions are formulated in terms of different types of compensators of fields \(\{N^ n\}\) with respect to filtrations \(\{\) \({\mathcal F}^ n\}\).

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