Limit theorems for weighted Bernoulli random fields under Hannan's condition

Abstract

Consider a Bernoulli random field satisfying the Hannan's condition. Recently, invariance principles for partial sums of random fields over rectangular index sets are established. In this note we complement previous results by investigating limit theorems for weighted Bernoulli random fields, including central limit theorems for partial sums over arbitrary index sets and invariance principles for Gaussian random fields. Most results improve earlier ones on Bernoulli random fields under Wu's condition, which is stronger than Hannan's condition.

23 pages. Section 1 rewritten. Theorem 4.3 modified. Remark 4.4 added