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arXiv:1101.5195 [math.PR]AbstractReferencesReviewsResources

A New Condition for the Invariance Principle for Stationary Random Fields

Yizao Wang, Michael Woodroofe

Published 2011-01-27, updated 2012-04-11Version 2

We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximation method. As applications, we establish invariance principles for orthomartingales and functionals of linear random fields.

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