A central limit theorem for fields of martingale differences
classification
🧮 math.PR
keywords
centralcommutingfieldslimitmartingalerandomtheoremtransformations
read the original abstract
We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result has been known for Bernoulli random fields. Here, only ergodicity of one of generating transformations is supposed.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.