A CENTRAL LIMIT THEOREM FOR FIELDS OF MARTINGALE DIFFERENCES
Théorème limite central pour les champs d'accroissements martingale
Résumé
We prove a central limit theorem for stationary random fields of mar-tingale differences f • T i , i ∈ Z d , where T i is a Z d action and the martingale is given by a commuting filtration. The result has been known for Bernoulli random fields; here only ergodicity of one of commuting transformations generating the Z d action is supposed.
Origine : Fichiers produits par l'(les) auteur(s)
Loading...