Title of article
Kahane–Khintchine inequalities and functional central limit theorem for stationary random fields
Author/Authors
El Machkouri، نويسنده , , Mohamed، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
15
From page
285
To page
299
Abstract
We establish new Kahane–Khintchine inequalities in Orlicz spaces induced by exponential Young functions for stationary real random fields which are bounded or satisfy some finite exponential moment condition. Next, we give sufficient conditions for partial sum processes indexed by classes of sets satisfying some metric entropy condition to converge in distribution to a set-indexed Brownian motion. Moreover, the class of random fields that we study includes φ-mixing and martingale difference random fields.
Keywords
Orlicz spaces , Metric entropy , Kahane–Khintchine inequalities , Functional central limit theorem , Invariance principle , Mixing random fields , Martingale difference random fields
Journal title
Stochastic Processes and their Applications
Serial Year
2002
Journal title
Stochastic Processes and their Applications
Record number
1577048
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