A central limit theorem for fields of martingale differences
Probability
2015-04-10 v1
Abstract
We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result has been known for Bernoulli random fields. Here, only ergodicity of one of generating transformations is supposed.
Keywords
Cite
@article{arxiv.1504.02439,
title = {A central limit theorem for fields of martingale differences},
author = {Dalibor Volny},
journal= {arXiv preprint arXiv:1504.02439},
year = {2015}
}