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Strong approximations for dependent random fields

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CC BY 4.0
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Abstract · v1

We establish strong Gaussian approximations for centered stationary random fields on Zd\mathbb Z^d, d≥2d\ge2, represented as measurable functions of i.i.d.\ innovations. Under finite ppth moments, p>2p>2, 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 nn, the approximation error is Oa.s.(nmax⁡{d/p,(d−1)/2})O_{\mathrm{a.s.}}(n^{\max\{d/p,(d-1)/2\}}) up to logarithmic factors. While d/pd/p is the familiar moment term, the surface term (d−1)/2(d-1)/2, 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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