A central limit theorem for Lebesgue integrals of random fields

Jürgen Kampf

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arXiv · 1601.00513

A central limit theorem for Lebesgue integrals of random fields

Jürgen Kampf

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Abstract

In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(θ)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums. As applications we obtain various multivariate versions of this central limit theorem.

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BibTeX RIS

Jürgen Kampf. 2016-01-04. A central limit theorem for Lebesgue integrals of random fields. https://arxiv.org/abs/1601.00513

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