A Functional Central Limit Theorem for Asymptotically Negatively Dependent Random Fields

    loading  Checking for direct PDF access through Ovid


Let {Xk; kNd} be a random field which is asymptotically negative dependent in a certain sense. Define the partial sum process in the usual way so that Wn (t) = σn−1mn·t (XmEXm) for t ∈ [0,1]d, where σn2 = Var(∑mnXm). Under some suitable conditions, we show that Wn(·) converges in distribution to a Brownian sheet. Direct consequences of the result are functional central limit theorems for negative dependent random fields. The result is based on some general theorems concerning asymptotically negative dependent random fields, which are of independent interest.

    loading  Loading Related Articles