On the normal approximation for random fields via martingale methods
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Abstract: We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random variables by Maxwell and Woodroofe. Our approach is based on new results for triangular arrays of martingale differences, which have interest in themselves. We provide as applications new results for linear random fields and nonlinear random fields of Volterra-type.
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- A central limit theorem for fields of martingale differences
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- An invariance principle for stationary random fields under Hannan's condition
- Central limit theorems for additive functionals of Markov chains.
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- On martingale approximations and the quenched weak invariance principle
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Cited in
(13)- CLT for linear random fields with stationary martingale-difference innovation
- Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
- Central limit theorem for Fourier transform and periodogram of random fields
- Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation
- Randomized limit theorems for stationary ergodic random processes and fields
- Functional central limit theorem via nonstationary projective conditions
- On the quenched central limit theorem for stationary random fields under projective criteria
- Martingale approximations for random fields
- Randomized multivariate central limit theorems for ergodic homogeneous random fields
- Orthomartingale-coboundary decomposition for stationary random fields
- Quenched invariance principles for orthomartingale-like sequences
- On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
- On limit theorems for fields of martingale differences
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