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CLT for linear random fields with martingale increments

โœ Scribed by Povilas Banys; Vygantas Paulauskas


Book ID
113073787
Publisher
Springer
Year
2012
Tongue
English
Weight
215 KB
Volume
52
Category
Article
ISSN
0363-1672

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๐Ÿ“œ SIMILAR VOLUMES


Invariance principle for martingale-diff
โœ S. Poghosyan; S. Roelly ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 383 KB

A convergence criterium to the multi-parameter Wiener process is proved. Then, it is used to establish that a martingaledifference random field on the lattice satisfies an invariance principle.