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arXiv 1809.08686math.PR
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关于投影准则下平稳随机场的猝灭CLT

On the quenched CLT for stationary random fields under projective criteria

Na Zhang, Lucas Reding, Magda Peligrad

摘要:

受不从平衡开始的随机演化的启发,Peligrad和Volnstrom(2018)在最近的一项工作中证明了淬火CLT(中心极限定理)对正交鞅随机场成立。本文研究了一类大于正交鞅的随机场的猝灭CLT。为了得到这个结果,我们用投影准则给出了平稳随机场的部分和允许正交鞅逼近的充分条件。更确切地说,这些充分条件是Hannan投影型的。作为应用,我们建立了线性和非线性随机场的淬火CLT的自主创新。

英文摘要:

Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Volný (2018) showed that the quenched CLT (central limit theorem) holds for ortho-martingale random fields. In this paper, we study the quenched CLT for a class of random fields larger than the ortho-martingales. To get the results, we impose sufficient conditions in terms of projective criteria under which the partial sums of a stationary random field admit an ortho-martingale approximation. More precisely, the sufficient conditions are of the Hannan's projective type. As applications, we establish quenched CLT's for linear and nonlinear random fields with independent innovations.

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