On the normal approximation for random fields via martingale methods

DOI10.1016/J.SPA.2017.07.012zbMATH Open1390.60091arXiv1702.01143OpenAlexW2618327207MaRDI QIDQ1743345FDOQ1743345

Authors: Magda Peligrad, Na Zhang 

Publication date: 13 April 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1702.01143

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zbMATH Keywords

central limit theoremrandom fieldmartingale approximationMaxwell-Woodroofe condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Generalizations of martingales (60G48)

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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
• Randomized limit theorems for stationary ergodic random processes and fields
• Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation
• 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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