A central limit theorem for linear random fields

DOI10.1016/J.SPL.2011.06.007MaRDI QIDQ643231zbMATH OpenOpenAlexFDO

Authors Atul Mallik, Michael Woodroofe

Publication date 28 October 2011

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

Full work available at URL https://arxiv.org/abs/1007.1490

zbMATH Keywords

central limit theoremlinear random fieldsrandom field

Mathematics Subject Classification ID

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

Abstract: A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to those given by Ibragimov for linear processes. When specializing this result to the case when sums are being taken over rectangles, a complete analogue of Ibragimov result is obtained with a lot of uniformity.

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Cites work

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Cited in

(16)

• Limit theorems for linear random fields with innovations in the domain of attraction of a stable law
• A simple approach in limit theorems for linear random processes and fields with continuous time
• Central limit theorems and uniform laws of large numbers for arrays of random fields
• Central limit theorems for instantaneous filters of linear random fields on \(\mathbb{Z}^2\)
• scientific article; zbMATH DE number 4109735 (Why is no real title available?)
• scientific article; zbMATH DE number 1461870 (Why is no real title available?)
• Exact moderate and large deviations for linear random fields
• A local limit theorem for linear random fields
• Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields
• A central limit theorem for Lebesgue integrals of random fields
• A central limit theorem for stationary random fields
• A central limit theorem for stationary random fields
• Asymptotics for linear random fields
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• Rates of convergence in the CLT for linear random fields
• On the local limit theorems for linear sequences of lower psi-mixing Markov chains

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