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A New Condition for the Invariance Principle for Stationary Random Fields (1101.5195v2)
Published 27 Jan 2011 in math.PR, math.ST, and stat.TH
Abstract: We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance principles for orthomartingales and functionals of linear random fields.
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