On weak convergence of random fields

DOI10.1007/BF02469278MaRDI QIDQ5915352zbMATH OpenOpenAlexFDO

Authors Donatas Surgailis, Rimas Banys

Publication date 16 February 2001

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

Full work available at URL https://doi.org/10.1007/bf02469278

zbMATH Keywords

compactnessrandom fieldsweak convergence and tightness of probability measures

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random fields (60G60)

Review text

A criterion of compactness is established for sets in the space \(D\) introduced by the authors [ibid. 30, No. 3, 195-208 (1990), resp. ibid. 30, No. 3, 453-469 (1990; Zbl 0722.60012)]. This \(D\) consisting of functions on \([0,1]^2\) whose discontinuity points lie on smooth curves is viewed with metric making it a Polish space. Then conditions of tightness of probability measures on \((D,{\mathcal B}(D))\) are obtained and conditions of weak convergence of fields with trajectories in \(D\) follow. Markov fields with polygonal realizations [see \textit{T. Arak} and \textit{D. Surgailis}, Probab. Theory Relat. Fields 80, No. 4, 543-579 (1989; Zbl 0638.60091)] have trajectories in \(D\).

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Cites work

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Cited in

(14)

• Weak convergence for nonuniform \(\varphi\)-mixing random fields
• Compactness of distributions of cadlag random functions
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• \(C\)-tightness criterion for non-adapted random fields
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• scientific article; zbMATH DE number 1150380 (Why is no real title available?)
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• Convergence in distribution for randomly stopped random fields
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