On the Central Limit Theorem for Stationary Mixing Random Fields

  • Bolthausen E
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Abstract

The asymptotic behaviour of the residual life time at time t is investigated (for t rightarrow infty). We derive weak limit laws and their domains of attraction and treat rates of convergence and moment convergence. The presentation exploits the close similarity with extreme value theory.

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APA

Bolthausen, E. (2007). On the Central Limit Theorem for Stationary Mixing Random Fields. The Annals of Probability, 10(4). https://doi.org/10.1214/aop/1176993726

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