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
Link To Document :
بازگشت