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A New Condition for the Invariance Principle for Stationary Random Fields

Abstract

We establish a central limit theorem and an invariance principle for stationary random fields. In particular, we extend the Maxwell--Woodroofe condition on stationary processes to the multiparameter setting. Our result is obtained via an mm-dependent approximation method. As applications, we improve known results on the invariance principles for orthomartingales and functionals of linear random fields.

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