On limit theorems for fields of martingale differences

DOI10.1016/j.spa.2018.03.021zbMath1478.60158arXiv1803.09100OpenAlexW2963014953WikidataQ130018644 ScholiaQ130018644MaRDI QIDQ1730933

Dalibor Volný

Publication date: 6 March 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.09100

zbMATH Keywords

weak invariance principleBernoulli random fields

Mathematics Subject Classification ID

Random fields (60G60) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

Related Items (4)

On the weak invariance principle for non-adapted stationary random fields under projective criteria ⋮ An exponential inequality for orthomartingale difference random fields and some applications ⋮ Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation ⋮ Quenched invariance principles for orthomartingale-like sequences

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A strictly stationary \(\beta\)-mixing process satisfying the central limit theorem but not the weak invariance principle
• Limit theorems for von Mises statistics of a measure preserving transformation
• An invariance principle for stationary random fields under Hannan's condition
• On the normal approximation for random fields via martingale methods
• Dependent central limit theorems and invariance principles
• On the weak invariance principle for non-adapted sequences under projective criteria
• Orthomartingale-coboundary decomposition for stationary random fields
• A new condition for the invariance principle for stationary random fields
• Invariance principles for self-similar set-indexed random fields
• On non-ergodic versions of limit theorems
• On functional central limit theorem for stationary martingale random fields
• Remarks on the functional central limit theorem for martingales
• Multiparameter Processes
• Invariance principle via orthomartingale approximation
• Martingale-coboundary representation for stationary random fields
• The Lindeberg-Levy Theorem for Martingales
• A Central Limit Theorem for a Class of Dependent Random Variables
• A central limit theorem for stationary random fields
• A central limit theorem for fields of martingale differences

This page was built for publication: On limit theorems for fields of martingale differences