Kahane-Khintchine inequalities and functional central limit theorem for stationary random fields

Mohamed El Machkouri

Stochastic Processes and their Applications, 2002, vol. 102, issue 2, 285-299

Abstract: 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 [phi]-mixing and martingale difference random fields.

Keywords: Kahane-Khintchine; inequalities; Functional; central; limit; theorem; Invariance; principle; Martingale; difference; random; fields; Mixing; random; fields; Orlicz; spaces; Metric; entropy (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (3)

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