A CLT for multi-dimensional martingale differences in a lexicographic order

Guy Cohen

doi:10.1016/j.spa.2015.11.011

A CLT for multi-dimensional martingale differences in a lexicographic order

Guy Cohen

Department of Electrical & Computer Engineering

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We prove a central limit theorem for a square-integrable ergodic stationary multi-dimensional random field of martingale differences with respect to a lexicographic order.

Original language	English
Pages (from-to)	1503-1510
Number of pages	8
Journal	Stochastic Processes and their Applications
Volume	126
Issue number	5
DOIs	https://doi.org/10.1016/j.spa.2015.11.011
State	Published - 1 May 2016

Keywords

Central limit theorem
Lexicographic order
Multi-dimensional martingale differences
Random fields

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1016/j.spa.2015.11.011

Cite this

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abstract = "We prove a central limit theorem for a square-integrable ergodic stationary multi-dimensional random field of martingale differences with respect to a lexicographic order.",

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A CLT for multi-dimensional martingale differences in a lexicographic order

Abstract

Keywords

ASJC Scopus subject areas

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