A New Condition for the Invariance Principle for Stationary Random Fields
Probability
2012-04-12 v2 Statistics Theory
Statistics Theory
Abstract
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance principles for orthomartingales and functionals of linear random fields.
Cite
@article{arxiv.1101.5195,
title = {A New Condition for the Invariance Principle for Stationary Random Fields},
author = {Yizao Wang and Michael Woodroofe},
journal= {arXiv preprint arXiv:1101.5195},
year = {2012}
}