Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155713 | Stochastic Processes and their Applications | 2013 | 14 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Mohamed El Machkouri, Dalibor Volný, Wei Biao Wu,