A new condition for the invariance principle for stationary random fields

DOI10.5705/SS.2012.114SzbMATH Open1417.60041arXiv1101.5195OpenAlexW2963526978MaRDI QIDQ2864549FDOQ2864549

Authors: Yizao Wang, Michael Woodroofe 

Publication date: 25 November 2013

Published in: Statistica Sinica (Search for Journal in Brave)

Abstract: We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance principles for orthomartingales and functionals of linear random fields.

Full work available at URL: https://arxiv.org/abs/1101.5195

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zbMATH Keywords

central limit theorem\(m\)-dependent approximationinvariance principlelinear random fieldorthomartingale

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48)

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• Deviation inequality for Banach-valued orthomartingales
• Martingale approximations for random fields
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• On the weak invariance principle for non-adapted stationary random fields under projective criteria
• Limit theorems for U-statistics of Bernoulli data
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• On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
• On limit theorems for fields of martingale differences
• On the normal approximation for random fields via martingale methods
• Invariance principle for a class of weakly dependent random fields

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