Normal approximations for lattice systems

This paper is concerned with random variables arranged on an n by m rectangular lattice. We show that if the interaction parameter between rows is zero or nearly zero, certain statistics are asymptotically normal for n large and m fixed. An application of these results is discussed.

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Year of publication:	1992
Authors:	Qian, W. ; Titterington, D. M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 13.1992, 3, p. 245-252
Publisher:	Elsevier
Keywords:	Lattice system Markov chain Markov random field moment generating function normal limiting distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223004