Invariance principle for associated random fields

DOI10.1007/BF02362501zbMath0898.60043MaRDI QIDQ1354961

Alexander V. Bulinski, Michael S. Keane

Publication date: 17 June 1997

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

invariance principlestrictly stationarywide-sense stationary

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (8)

A new weak dependence condition and applications to moment inequalities ⋮ ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS ⋮ Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference ⋮ The invariance principle for linear multi-parameter stochastic processes generated by associated fields ⋮ Refinement of the almost sure central limit theorem for associated processes ⋮ A strong invariance principle for associated random fields ⋮ Normal approximation for quasi-associated random fields ⋮ A central limit theorem for weighted sums of associated random field

Cites Work

• Central limit theorems for associated random variables and the percolation model
• The invariance principle for nonstationary sequences of associated random variables
• A general moment inequality for the maximum of the rectangular partial sums of multiple series
• Scaling limits for associated random measures
• An invariance principle for weakly associated random vectors
• The invariance principle for associated processes
• Normal fluctuations and the FKG inequalities
• A functional central limit theorem for positively dependent random variables
• Associated random variables and martingale inequalities
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters

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