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

DOI10.1016/J.SPA.2015.11.011zbMATH Open1335.60019OpenAlexW2196399171MaRDI QIDQ265652FDOQ265652

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

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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)

Cites Work

• Dependent central limit theorems and invariance principles
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
• Central limit theorem for two-parameter martingale differences with application to stationary random fields
• On functional central limit theorem for stationary martingale random fields
• Title not available (Why is that?)
• On the Departure from Normality of a Certain Class of Martingales
• Title not available (Why is that?)
• Ergodic Theorems for Abelian Semi-Groups
• A central limit theorem for stationary random fields

Cited In (1)

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

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