A Nonconventional Invariance Principle for Random Fields

Yuri Kifer

doi:10.1007/s10959-012-0473-9

A Nonconventional Invariance Principle for Random Fields

Yuri Kifer^*

^*Corresponding author for this work

Einstein Institute of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

In Kifer and Varadhan (Ann Probab, to appear), we obtained a nonconventional invariance principle (functional central limit theorem) for sufficiently fast mixing stochastic processes with discrete and continuous time. In this article, we derive a nonconventional invariance principle for sufficiently well-mixing random fields.

Original language	English
Pages (from-to)	489-513
Number of pages	25
Journal	Journal of Theoretical Probability
Volume	26
Issue number	2
DOIs	https://doi.org/10.1007/s10959-012-0473-9
State	Published - Jun 2013

Keywords

Limit theorems
Mixing
Random fields

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10.1007/s10959-012-0473-9

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AB - In Kifer and Varadhan (Ann Probab, to appear), we obtained a nonconventional invariance principle (functional central limit theorem) for sufficiently fast mixing stochastic processes with discrete and continuous time. In this article, we derive a nonconventional invariance principle for sufficiently well-mixing random fields.

KW - Limit theorems

KW - Mixing

KW - Random fields

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A Nonconventional Invariance Principle for Random Fields

Abstract

Keywords

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