A new condition for the invariance principle for stationary random fields

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

Authors Yizao Wang, Michael Woodroofe 

Publication date 25 November 2013

Published in Statistica Sinica (Search for Journal in Brave)

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

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)

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.

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• A central limit theorem for fields of martingale differences
• Deviation inequality for Banach-valued orthomartingales
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• On the quenched functional central limit theorem for stationary random fields under projective criteria
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• Spectral conditions for equivalence of Gaussian random fields with stationary increments
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• On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields
• 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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