Invariance principle for martingales on the plane

DOI10.1007/BF00969131zbMath0569.60034MaRDI QIDQ1060767

R. Morkvėnas

Publication date: 1984

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

zbMATH Keywords

invariance principlesCentral limit theoremstwo-parameter strong martingale and near-martingale difference arrays

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)

Related Items

Limit theorems for weighted Bernoulli random fields under Hannan's condition, Approximation of the Rosenblatt sheet, CLT for linear random fields with martingale increments, Weak convergence to the fractional Brownian sheet using martingale differences, An approximation to the subfractional Brownian sheet using martingale differences, Intensity-based inference for planar point processes, A central limit theorem for fields of martingale differences, An invariance principle for stationary random fields under Hannan's condition

Cites Work

• Unnamed Item
• Stochastic integrals in the plane
• Dependent central limit theorems and invariance principles
• Convergence and regularity of multiparameter strong martingales
• Martingale Central Limit Theorems
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications