A Central Limit Theorem for Non-Stationary Strongly Mixing Random Fields

Richard C. Bradley; Cristina Tone

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arXiv · 1512.01310

A Central Limit Theorem for Non-Stationary Strongly Mixing Random Fields

Richard C. Bradley·Cristina Tone

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Abstract

In this paper we extend a central limit theorem of Peligrad for uniformly strong mixing random fields satisfying the Lindeberg condition in the absence of stationarity property. More precisely, we study the asymptotic normality of the partial sums of uniformly $α$-mixing non-stationary random fields satisfying the Lindeberg condition, in the presence of an extra dependence assumption involving maximal correlations.

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Richard C. Bradley, Cristina Tone. 2015-12-04. A Central Limit Theorem for Non-Stationary Strongly Mixing Random Fields. https://arxiv.org/abs/1512.01310

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