Martingale-difference Gibbs random fields and central limit theorem

DOI10.5186/aasfm.1992.1713zbMath0789.60043OpenAlexW2325628090MaRDI QIDQ4278222

A. N. Petrosian, Boris S. Nahapetian

Publication date: 19 June 1994

Published in: Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1992.1713

zbMATH Keywords

random fieldsGibbs random fieldsmartingale central limit theoremcentral limit theorems for martingale-difference random fields

Mathematics Subject Classification ID

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

Related Items (10)

Invariance principle via orthomartingale approximation ⋮ A local invariance principle for Gibbsian fields ⋮ CLT for linear random fields with martingale increments ⋮ ON THE CENTRAL AND LOCAL LIMIT THEOREM FOR MARTINGALE DIFFERENCE SEQUENCES ⋮ Large deviations for martingales. ⋮ A central limit theorem for functions of stationary max-stable random fields on \(\mathbb{R}^d\) ⋮ Asymptotic normality of kernel estimates in a regression model for random fields ⋮ Orthomartingale-coboundary decomposition for stationary random fields ⋮ Invariance principle for martingale-difference random fields ⋮ Relaxing the Gaussian assumption in shrinkage and SURE in high dimension

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