A central limit theorem for fields of martingale differences

D Volný - Comptes Rendus. Mathématique, 2015 - comptes-rendus.academie-sciences …
Le théorème limite centrale pour un champ aléatoire f◦ Ti, i∈ Zd, de différences d'une
martingale est démontré. Le résultat est connu pour les champs aléatoires de Bernoulli; ici …

Invariance principle via orthomartingale approximation

D Giraudo - Stochastics and Dynamics, 2018 - World Scientific
We obtain a necessary and sufficient condition for the orthomartingale-coboundary
decomposition. We establish a sufficient condition for the approximation of the partial sums …

On the quenched central limit theorem for stationary random fields under projective criteria

N Zhang, L Reding, M Peligrad - Journal of Theoretical Probability, 2020 - Springer
Motivated by random evolutions which do not start from equilibrium, in a recent work,
Peligrad and Volný (J Theor Probab, 2018. arxiv: 1802.09106) showed that the central limit …

Martingale approximations for random fields

P Magda, N Zhang - 2018 - projecteuclid.org
In this paper we provide necessary and sufficient conditions for the mean square
approximation of a random field by an ortho-martingale. The conditions are formulated in …

CLT for random walks of commuting endomorphisms on compact abelian groups

G Cohen, JP Conze - Journal of Theoretical Probability, 2017 - Springer
Let\mathcal SS be an abelian group of automorphisms of a probability space (X,\mathcal A,
μ)(X, A, μ) with a finite system of generators (A_1, ..., A_d).(A 1,…, A d). Let A^ ℓ A ℓ ̲ denote …

Orthomartingale-coboundary decomposition for stationary random fields

M El Machkouri, D Giraudo - Stochastics and Dynamics, 2016 - World Scientific
We provide a new projective condition for a stationary real random field indexed by the
lattice ℤ d to be well approximated by an orthomartingale in the sense of Cairoli (1969). Our …

On the normal approximation for random fields via martingale methods

M Peligrad, N Zhang - Stochastic Processes and their Applications, 2018 - Elsevier
We prove a central limit theorem for strictly stationary random fields under a sharp projective
condition. The assumption was introduced in the setting of random sequences by Maxwell …

A functional CLT for fields of commuting transformations via martingale approximation

C Cuny, J Dedecker, D Volný - Journal of Mathematical Sciences, 2016 - Springer
We consider a field f∘ T 1 i 1∘…∘ T did ∘ T _1^ i_1 ∘\dots ∘ T _d^ i_d, where T 1,..., T d are
completely commuting transformations in the sense of Gordin. If one of these transformations …

Quenched invariance principles for orthomartingale-like sequences

M Peligrad, D Volný - Journal of Theoretical Probability, 2020 - Springer
In this paper, we study the central limit theorem and its functional form for random fields
which are started not from their equilibrium, but rather under the measure conditioned by the …

[HTML][HTML] Limit theorems for weighted Bernoulli random fields under Hannan's condition

J Klicnarová, D Volný, Y Wang - Stochastic Processes and their …, 2016 - Elsevier
Recently, invariance principles for partial sums of Bernoulli random fields over rectangular
index sets have been proved under Hannan's condition. In this note we complement …