Normal approximations for lattice systems

W. Qian and D. M. Titterington

Statistics & Probability Letters, 1992, vol. 13, issue 3, 245-252

Abstract: This paper is concerned with random variables arranged on an n by m rectangular lattice. We show that if the interaction parameter between rows is zero or nearly zero, certain statistics are asymptotically normal for n large and m fixed. An application of these results is discussed.

Keywords: Lattice; system; Markov; chain; Markov; random; field; moment; generating; function; normal; limiting; distribution (search for similar items in EconPapers)
Date: 1992
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