Loading…

Limit theorems for weighted Bernoulli random fields under Hannan's condition

Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating limit theorems for weighted Bernoulli random fields, i...

Full description

Saved in:
Bibliographic Details
Published in:arXiv.org 2015-11
Main Authors: Klicnarová, Jana, Volný, Dalibor, Wang, Yizao
Format: Article
Language:English
Subjects:
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating limit theorems for weighted Bernoulli random fields, including central limit theorems for partial sums over arbitrary index sets and invariance principles for Gaussian random fields. Most results improve earlier ones on Bernoulli random fields under Wu's condition, which is stronger than Hannan's condition.
ISSN:2331-8422