Kahane–Khintchine inequalities and functional central limit theorem for stationary random fields
| Autor: | Mohamed El Machkouri |
|---|---|
| Přispěvatelé: | Laboratoire de Mathématiques Raphaël Salem (LMRS), Université de Rouen Normandie (UNIROUEN), Normandie Université (NU)-Normandie Université (NU)-Centre National de la Recherche Scientifique (CNRS) |
| Rok vydání: | 2002 |
| Předmět: |
Statistics and Probability
Pure mathematics Metric entropy Orlicz spaces Functional central limit theorem 01 natural sciences 010104 statistics & probability Modelling and Simulation Mixing random fields 0101 mathematics ComputingMilieux_MISCELLANEOUS Brownian motion Central limit theorem Mathematics Martingale difference random fields Random field Applied Mathematics 010102 general mathematics Mathematical analysis Random function Invariance principle Exponential function [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] Real-valued function Modeling and Simulation Bounded function Martingale difference sequence Kahane–Khintchine inequalities |
| Zdroj: | Stochastic Processes and their Applications Stochastic Processes and their Applications, Elsevier, 2002, 102 (2), pp.285-299. ⟨10.1016/S0304-4149(02)00178-3⟩ |
| ISSN: | 0304-4149 |
| DOI: | 10.1016/s0304-4149(02)00178-3 |
| Popis: | We establish new Kahane–Khintchine inequalities in Orlicz spaces induced by exponential Young functions for stationary real random fields which are bounded or satisfy some finite exponential moment condition. Next, we give sufficient conditions for partial sum processes indexed by classes of sets satisfying some metric entropy condition to converge in distribution to a set-indexed Brownian motion. Moreover, the class of random fields that we study includes φ-mixing and martingale difference random fields. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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