A central limit theorem for Lebesgue integrals of random fields

DOI10.1016/J.SPL.2016.12.017zbMATH Open1416.60043arXiv1601.00513OpenAlexW2963258670MaRDI QIDQ512784FDOQ512784

Authors: Jürgen Kampf 

Publication date: 28 February 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(heta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums. As applications we obtain various multivariate versions of this central limit theorem.

Full work available at URL: https://arxiv.org/abs/1601.00513

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zbMATH Keywords

associationcentral limit theoremrandom field\(BL(\theta)\)-dependence

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stochastic integrals (60H05)

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Cited In (3)

• Title not available (Why is that?)
• Random fields and central limit theorem in some generalized Hölder spaces
• Central limit theorems for Hilbert-space valued random fields satisfying a strong mixing condition

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