WorksMathematics
Strong approximations for dependent random fields
Abstract · v1
We establish strong Gaussian approximations for centered stationary random fields on , , represented as measurable functions of i.i.d.\ innovations. Under finite th moments, , and sufficiently fast decay of spatial dependence, we construct a single coupling of the field with an i.i.d.\ Gaussian field. Its partial sums, scaled by the long-run standard deviation, approximate those of the original field almost surely, uniformly over all rectangular prefixes and all observation scales. Over a cube of side length , the approximation error is up to logarithmic factors. While is the familiar moment term, the surface term , absent for independent planar arrays, emerges as a cost of dependence, and cannot be removed even for finite-range Gaussian fields. The assumptions accommodate nonlinear and noncausal fields without imposing mixing. The proof combines a permanent dyadic blocking, a local Gaussian coupling in tensor Haar coordinates driven by a Doob martingale with vanishing conditional third moments, and a comparison of the resulting dependent Gaussian blocks with white noise.
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