A central limit theorem for Lebesgue integrals of random fields

Jürgen Kampf

A central limit theorem for Lebesgue integrals of random fields

Probability 2016-01-05 v1

Authors: Jürgen Kampf

Abstract

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$ -dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums. As applications we obtain various multivariate versions of this central limit theorem.

Keywords

central limit theorem

Cite

@article{arxiv.1601.00513,
  title  = {A central limit theorem for Lebesgue integrals of random fields},
  author = {Jürgen Kampf},
  journal= {arXiv preprint arXiv:1601.00513},
  year   = {2016}
}

Comments

10 pages

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