A New Condition for the Invariance Principle for Stationary Random Fields

Yizao Wang; Michael Woodroofe

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arXiv · 1101.5195

A New Condition for the Invariance Principle for Stationary Random Fields

Yizao Wang·Michael Woodroofe

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Abstract

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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Yizao Wang, Michael Woodroofe. 2011-01-27. A New Condition for the Invariance Principle for Stationary Random Fields. https://arxiv.org/abs/1101.5195

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