A central limit theorem for Lebesgue integrals of random fields

DOI10.1016/J.SPL.2016.12.017MaRDI QIDQ512784zbMATH OpenOpenAlexFDO

Authors Jürgen Kampf

Publication date 28 February 2017

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

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

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)

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.

Recommendations

• A functional central limit theorem for integrals of stationary mixing random fields
• scientific article; zbMATH DE number 4104119
• A central limit theorem for stationary random fields
• A central limit theorem for linear random fields
• A central limit theorem for stationary random fields

Cites work

• scientific article; zbMATH DE number 3958337 (Why is no real title available?)
• scientific article; zbMATH DE number 3471362 (Why is no real title available?)
• scientific article; zbMATH DE number 1313649 (Why is no real title available?)
• scientific article; zbMATH DE number 1934836 (Why is no real title available?)
• scientific article; zbMATH DE number 194998 (Why is no real title available?)
• A Central Limit Theorem for Additive Random Functions
• Central limit theorems for the excursion set volumes of weakly dependent random fields
• Detecting Sparse Signals in Random Fields, With an Application to Brain Mapping
• Limit theorems for associated fields and related systems.
• Nonsingular group actions and stationary S\(\alpha \)S random fields
• Random heterogeneous materials. Microstructure and macroscopic properties
• The theory of stochastic processes. I. Translated from the Russian by S. Kotz.

Cited in

(4)

• Random fields and central limit theorem in some generalized Hölder spaces
• scientific article; zbMATH DE number 6453029 (Why is no real title available?)
• Central limit theorems for Hilbert-space valued random fields satisfying a strong mixing condition
• A functional central limit theorem for integrals of stationary mixing random fields

This page was built for publication: A central limit theorem for Lebesgue integrals of random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q512784)