A central limit theorem for non-stationary strongly mixing random fields (Q2360646)
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| Language | Label | Description | Also known as |
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| English | A central limit theorem for non-stationary strongly mixing random fields |
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A central limit theorem for non-stationary strongly mixing random fields (English)
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4 July 2017
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Extending a previous work of \textit{M. Peligrad} [J. Theor. Probab. 9, No. 3, 703--715 (1996; Zbl 0855.60021)], the authors prove a central limit theorem for partial sums of uniformly \(\alpha\)-mixing non-stationary random fields which satisfy a Lindeberg condition, and which satisfy a dependence assumption involving a certain maximal correlation coefficient being bounded away from unity. This central limit theorem does not assume a bound on the mixing rate, or the existence of moments higher than the second.
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central limit theorem
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non-stationary random fields
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strong mixing
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Lindeberg condition
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Kolmogorov distance
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