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Stochastic linearizations based on random fields

✍ Scribed by James A. Reneke


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
464 KB
Volume
30
Category
Article
ISSN
0362-546X

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πŸ“œ SIMILAR VOLUMES


Asymptotics for linear random fields
✍ D. Marinucci; S. Poghosyan πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 115 KB

We prove that partial sums of linear multiparameter stochastic processes can be represented as partial sums of independent innovations plus components that are uniformly of smaller order. This representation is exploited to establish functional central limit theorems and strong approximations for ra