A CLT for multi-dimensional martingale differences in a lexicographic order

DOI10.1016/J.SPA.2015.11.011MaRDI QIDQ265652zbMATH OpenOpenAlexFDO

Authors Guy Cohen

Publication date 4 April 2016

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

Full work available at URL https://doi.org/10.1016/j.spa.2015.11.011

zbMATH Keywords

central limit theoremrandom fieldslexicographic ordermartingale differences

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

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Cites work

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• scientific article; zbMATH DE number 53788 (Why is no real title available?)
• scientific article; zbMATH DE number 3403552 (Why is no real title available?)
• scientific article; zbMATH DE number 3405266 (Why is no real title available?)
• A central limit theorem for stationary random fields
• Central limit theorem for two-parameter martingale differences with application to stationary random fields
• Dependent central limit theorems and invariance principles
• Ergodic Theorems for Abelian Semi-Groups
• On functional central limit theorem for stationary martingale random fields
• On the Departure from Normality of a Certain Class of Martingales
• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time

Cited in

(1)

• Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields

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