کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155713 | 958760 | 2013 | 14 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A central limit theorem for stationary random fields
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
This paper establishes a central limit theorem and an invariance principle for a wide class of stationary random fields under natural and easily verifiable conditions. More precisely, we deal with random fields of the form Xk=g(εkâs,sâZd), kâZd, where (εi)iâZd are iid random variables and g is a measurable function. Such kind of spatial processes provides a general framework for stationary ergodic random fields. Under a short-range dependence condition, we show that the central limit theorem holds without any assumption on the underlying domain on which the process is observed. A limit theorem for the sample auto-covariance function is also established.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 1, January 2013, Pages 1-14
Journal: Stochastic Processes and their Applications - Volume 123, Issue 1, January 2013, Pages 1-14
نویسندگان
Mohamed El Machkouri, Dalibor Volný, Wei Biao Wu,