A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance
For set-indexed partial sums processes of stationary mixing random fields, convergence of finite dimensional distributions to a Brownian motion is proved, extending to infinite variance previous results of the author and a Central Limit Theorem of Nahapetian. Gibbs fields are considered.
Year of publication: |
2001
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Authors: | Maltz, Alberto L. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 4, p. 351-359
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Publisher: |
Elsevier |
Subject: | Random fields on integer lattice | Partial sums process Brownian motion Infinite variance Central limit theorem Nonuniform [phi]-mixing Gibbs fields Slowly varying function |
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