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A central limit theorem for Lebesgue integrals of random fields (1601.00513v1)

Published 4 Jan 2016 in math.PR

Abstract: In this paper we show a central limit theorem for Lebesgue integrals of stationary $BL(\theta)$-dependent random fields as the integration domain grows in Van Hove-sense. Our method is to use the (known) analogue result for discrete sums. As applications we obtain various multivariate versions of this central limit theorem.

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