A central limit theorem for fields of martingale differences

Volný, Dalibor

doi:10.1016/j.crma.2015.09.017

Probability theory

A central limit theorem for fields of martingale differences
[Théorème limite centrale pour des champs de différences de martingale]

Présenté par : Jean-François Le Gall

Volný, Dalibor ¹

¹ Laboratoire de mathématiques Raphaël-Salem, UMR 6085, Université de Rouen, France

Comptes Rendus. Mathématique, Tome 353 (2015) no. 12, pp. 1159-1163.

Résumé
Abstract

Le théorème limite centrale pour un champ aléatoire $f \circ T_{\underline{i}}$ , $\underline{i} \in Z^{d}$ , de différences d'une martingale est démontré. Le résultat est connu pour les champs aléatoires de Bernoulli ; ici, l'ergodicité d'un seul générateur de l'action $T_{\underline{i}}$ est supposée.

We prove a central limit theorem for stationary random fields of martingale differences $f \circ T_{\underline{i}}$ , $\underline{i} \in Z^{d}$ , where $T_{\underline{i}}$ is a $Z^{d}$ action and the martingale is given by a commuting filtration. The result has been known for Bernoulli random fields; here only ergodicity of one of commuting transformations generating the $Z^{d}$ action is supposed.

Reçu le : 2015-03-22
Accepté le : 2015-09-17
Publié le : 2015-10-31

DOI : 10.1016/j.crma.2015.09.017

Affiliations des auteurs :

Volný, Dalibor ¹

¹ Laboratoire de mathématiques Raphaël-Salem, UMR 6085, Université de Rouen, France

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Volný, Dalibor. A central limit theorem for fields of martingale differences. Comptes Rendus. Mathématique, Tome 353 (2015) no. 12, pp. 1159-1163. doi : 10.1016/j.crma.2015.09.017. http://www.numdam.org/articles/10.1016/j.crma.2015.09.017/

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