Invariance principle for martingale-difference random fields

被引：17

作者：

Poghosyan, S

Roelly, S

机构：

[1] Armenian Natl Acad Sci, Math Inst, Yerevan 375019, Armenia

[2] Univ Sci & Technol Lille, UFR Math, Lab Stat & Probabil, F-59655 Villeneuve Dascq, France

[3] Univ Sci & Technol Lille, UFR Math, CNRS, URA D751, F-59655 Villeneuve Dascq, France

来源：

STATISTICS & PROBABILITY LETTERS | 1998年 / 38卷 / 03期

关键词：

central limit theorem; multi-parameter Wiener process; Martingale-difference random field; invariance principle;

D O I：

10.1016/S0167-7152(98)00020-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A convergence criterium to the multi-parameter Wiener process is proved. Then, it is used to establish that a martingale-difference random field on the lattice satisfies an invariance principle. (C) 1998 Elsevier Science B.V. All rights reserved.

引用

页码：235 / 245

页数：11

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