A New Condition for the Invariance Principle for Stationary Random Fields

Details A New Condition for the Invariance Principle for Stationary Random Fields A New Condition for the Invariance Principle for Stationary Random Fields

2011-01-27

arxiv.org/abs/1101.5195v2

Mathematics

Probability

Scientific paper

We establish a central limit theorem and an invariance principle for
stationary random fields, with projective-type conditions. Our result is
obtained via an m-dependent approximation method. As applications, we establish
invariance principles for orthomartingales and functionals of linear random
fields.

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