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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 358–364
(Mi tvp2361)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
The invariance principle for stationary random fields satisfying the strong mixing condition
V. V. Gorodeñkiĭ Leningrad
Abstract:
Let $\xi(u)$, $u\in R^q$, be a stationary random field satisfying the strong mixing condition, $V$ be an open set in $R^q$ with finite Lebesgue's measure $\mu(V)$,
$$
T(V)=\int_V\xi(u)\,du,
$$
The sufficient condition for the weak convergence of
$$
\zeta_r(t)=(r^q\mu(V))^{-1/2}T(rt^{1/q}V),\qquad t\in[0,1],
$$
to some Gaussian process $w_V(t)$ are obtained.
Received: 02.03.1979
Citation:
V. V. Gorodeñkiǐ, “The invariance principle for stationary random fields satisfying the strong mixing condition”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 358–364; Theory Probab. Appl., 27:2 (1983), 380–385
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https://www.mathnet.ru/eng/tvp2361 https://www.mathnet.ru/eng/tvp/v27/i2/p358
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