On the normal approximation for random fields via martingale methods
On the normal approximation for random fields via martingale methods
复制标题
通过鞅方法对随机场进行正态逼近
DOI：
10.1016/j.spa.2017.07.012
复制
发表时间：
2017
影响因子：
1.4
通讯作者：
N. Zhang
中科院分区：
文献类型：
--
作者：
M. Peligrad;N. Zhang
我们证明了锐射影条件下严格平稳随机场的中心极限定理。该假设是由 Maxwell 和 Woodroofe 在随机序列设置中引入的。我们的方法基于鞅差三角形阵列的新结果，这些结果本身就很有趣。我们提供了 Volterra 型线性随机场和非线性随机场的新应用结果。
We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random sequences by Maxwell and Woodroofe. Our approach is based on new results for triangular arrays of martingale differences, which have interest in themselves. We provide as applications new results for linear random fields and nonlinear random fields of Volterra-type.