Article ID Journal Published Year Pages File Type
1156278 Stochastic Processes and their Applications 2016 20 Pages PDF
Abstract

Recently, invariance principles for partial sums of Bernoulli random fields over rectangular index sets have been proved under Hannan’s condition. In this note we complement previous results by establishing limit theorems for weighted Bernoulli random fields, including central limit theorems for partial sums over arbitrary index sets and invariance principles for Gaussian random fields. Most results improve earlier ones on Bernoulli random fields under Wu’s condition, which is stronger than Hannan’s condition.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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