A Functional Central Limit Theorem for Stationary Random Fields
Chandrakant M. Deo
Abstract
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Chandrakant M. Deo
Abstract
Open-access reader
In this paper, the concept of $\varphi$-mixing is extended to random fields, and a central limit theorem analogous to Theorem 20.1 of Billingsley (Convergence of Probability Measures, Wiley (1968)) is obtained for stationary, $\varphi$-mixing random fields.
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In this paper, the concept of $\varphi$-mixing is extended to random fields, and a central limit theorem analogous to Theorem 20.1 of Billingsley (Convergence of Probability Measures, Wiley (1968)) is obtained for stationary, $\varphi$-mixing random fields.
Key concepts: Mathematics, Central limit theorem, Mixing (physics), Donsker's theorem, Convergence of random variables, Limit (mathematics), Random field, Stationary sequence