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

DOI10.1016/J.SPA.2014.07.015MaRDI QIDQ744231zbMATHOpenAlexFDO

Authors Dalibor Volný, Yizao Wang

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

weak dependenceHannan's conditioninvariance principleBrownian sheetstationary random fieldorthomartingales

Mathematics Subject Classification ID

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

Abstract: We establish an invariance principle for a general class of stationary random fields indexed by $mathbb{Z}^d$, under Hannan's condition generalized to $mathbb{Z}^d$. To do so we first establish a uniform integrability result for stationary orthomartingales, and second we establish a coboundary decomposition for certain stationary random fields. At last, we obtain an invariance principle by developing an orthomartingale approximation. Our invariance principle improves known results in the literature, and particularly we require only finite second moment.

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Cited in

(24)

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

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