A central limit theorem for nonuniform [phi]-mixing random fields with infinite variance

Alberto L. Maltz

Statistics & Probability Letters, 2001, vol. 51, issue 4, 351-359

Abstract: For set-indexed partial sums processes of stationary mixing random fields, convergence of finite dimensional distributions to a Brownian motion is proved, extending to infinite variance previous results of the author and a Central Limit Theorem of Nahapetian. Gibbs fields are considered.

Keywords: Random fields on integer lattice; Partial sums process Brownian motion Infinite variance Central limit theorem Nonuniform [phi]-mixing Gibbs fields Slowly varying function (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (1)

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