WEAK CONVERGENCE FOR NON-UNIFORM φ-MIXING RANDOM FIELDS

Citation:

Lu Chuanrong.WEAK CONVERGENCE FOR NON-UNIFORM φ-MIXING RANDOM FIELDS[J].Chinese Annals of Mathematics B,1997,18(1):71~78
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Authors:

Lu Chuanrong;

Foundation:

Project supported by the National Natural Science Foundation of China and Natural Science Fund of Zhejiang Province
Abstract: Let $\{\xi_{\bold t}, {\bold t} \in {\bold Z}^d\}$ be a nonuniform $\varphi$-mixing strictly stationary real random field with $E\xi_{\bold 0}=0, E|\xi_{\bold 0}|^{2+\delta}<\infty$ for some $0<\delta<1$. A sufficient condition is given for the sequence of partial sum set-indexed process $\{Z_n(A),\ A\in \Cal A\}$ to converge to Brownian motion. By a direct calculation, the author shows that the result holds for a more general class of set index ${\Cal A}$, where ${\Cal A}$ is assumed only to have the metric entropy exponent $r, 0

Keywords:

Weak convergence of partial-sum processes, Set-indexed process, Nonuniform $\varphi$-mixing, Random fields

Classification:

60F17, 60B10, 60K35
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