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.
Strong invariance principles for mixing random fields
✍ Scribed by Istvän Berkes; Gregory J. Morrow
- Publisher
- Springer
- Year
- 1981
- Tongue
- English
- Weight
- 979 KB
- Volume
- 57
- Category
- Article
- ISSN
- 1432-2064
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