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A Nonconventional Invariance Principle for Random Fields

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  • Yuri Kifer

    (The Hebrew University of Jerusalem)

Abstract

In Kifer and Varadhan (Ann Probab, to appear), we obtained a nonconventional invariance principle (functional central limit theorem) for sufficiently fast mixing stochastic processes with discrete and continuous time. In this article, we derive a nonconventional invariance principle for sufficiently well-mixing random fields.

Suggested Citation

  • Yuri Kifer, 2013. "A Nonconventional Invariance Principle for Random Fields," Journal of Theoretical Probability, Springer, vol. 26(2), pages 489-513, June.
    • Handle: RePEc:spr:jotpro:v:26:y:2013:i:2:d:10.1007_s10959-012-0473-9
    DOI: 10.1007/s10959-012-0473-9
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    References listed on IDEAS

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    1. de Jong, Robert M., 1997. "Central Limit Theorems for Dependent Heterogeneous Random Variables," Econometric Theory, Cambridge University Press, vol. 13(3), pages 353-367, June.
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