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Invariance principle for certain classes of random fields

✍ Scribed by N. N. Leonenko; M. I. Yadrenko

Book ID
112485339
Publisher
Springer
Year
1980
Tongue
English
Weight
466 KB
Volume
31
Category
Article
ISSN
0041-5995

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πŸ“œ SIMILAR VOLUMES

Invariance principle for martingale-diff
Invariance principle for martingale-difference random fields
✍ S. Poghosyan; S. Roelly πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 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.