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

作者：Cohen Guy^*

来源：Stochastic Processes and Their Applications, 2016, 126(5): 1503-1510.

DOI：10.1016/j.spa.2015.11.011

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

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.

• 出版日期2016-5