Martingale approximations for random fields

DOI10.1214/18-ECP128zbMATH Open1390.60186arXiv1708.08492OpenAlexW2963307642MaRDI QIDQ1748583FDOQ1748583

Authors: Peligrad Magda, Na Zhang 

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: In this paper we provide necessary and sufficient conditions for the mean square approximation of a random field with an ortho-martingale. The conditions are formulated in terms of projective criteria. Applications are given to linear and nonlinear random fields with independent innovations.

Full work available at URL: https://arxiv.org/abs/1708.08492

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zbMATH Keywords

central limit theoremrandom fieldmartingale approximation

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Generalizations of martingales (60G48)

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Cited In (15)

• CLT for linear random fields with martingale increments
• Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
• Title not available (Why is that?)
• 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
• An exponential inequality for orthomartingale difference random fields and some applications
• A Martingale Characterization of Diffusion Random Fields on the Plane
• On the quenched functional central limit theorem for stationary random fields under projective criteria
• Title not available (Why is that?)
• On the weak invariance principle for non-adapted stationary random fields under projective criteria
• Randomization in the construction of multidimensional martingales
• Orthomartingale-coboundary decomposition for stationary random fields
• Quenched invariance principles for orthomartingale-like sequences
• On the normal approximation for random fields via martingale methods

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