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Invariance principle for martingale-difference random fields

✍ Scribed by S. Poghosyan; S. Roelly

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
383 KB
Volume
38
Category
Article
ISSN
0167-7152

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✦ Synopsis

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.

πŸ“œ SIMILAR VOLUMES

Invariance principles with logarithmic a
Invariance principles with logarithmic averaging for continuous local martingales
✍ Faouzi Chaabane πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 133 KB

For continuous local martingales, we establish an almost sure central limit theorem and a logarithmic strong law. We also establish the central limit theorem and the law of iterated logarithm associated with this strong law.