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A central limit theorem for non-stationary strongly mixing random fields - MaRDI portal

A central limit theorem for non-stationary strongly mixing random fields (Q2360646)

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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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