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arxiv: 1504.02439 · v1 · pith:HOQZJLROnew · submitted 2015-04-09 · 🧮 math.PR

A central limit theorem for fields of martingale differences

classification 🧮 math.PR
keywords centralcommutingfieldslimitmartingalerandomtheoremtransformations
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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.

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