An invariance principle for stationary random fields under Hannan's condition

DOI10.1016/j.spa.2014.07.015zbMath1312.60031arXiv1403.4613OpenAlexW2963977950MaRDI QIDQ744231

Yizao Wang, Dalibor Volný

Publication date: 6 October 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4613

zbMATH Keywords

Brownian sheetinvariance principleweak dependenceHannan's conditionstationary random fieldorthomartingales

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Functional limit theorems; invariance principles (60F17)

Related Items (21)

Erratum to: ``An invariance principle for stationary random fields under Hannan's condition ⋮ Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ On the weak invariance principle for non-adapted stationary random fields under projective criteria ⋮ Invariance principle via orthomartingale approximation ⋮ Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields ⋮ Martingale-coboundary representation for stationary random fields ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ On the quenched central limit theorem for stationary random fields under projective criteria ⋮ Central limit theorem for Fourier transform and periodogram of random fields ⋮ On limit theorems for fields of martingale differences ⋮ On the normal approximation for random fields via martingale methods ⋮ A functional CLT for fields of commuting transformations via martingale approximation ⋮ On the spectral density of stationary processes and random fields ⋮ Martingale approximations for random fields ⋮ CLT for random walks of commuting endomorphisms on compact abelian groups ⋮ Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation ⋮ A central limit theorem for fields of martingale differences ⋮ Randomized multivariate central limit theorems for ergodic homogeneous random fields ⋮ 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 ⋮ Quenched invariance principles for orthomartingale-like sequences

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