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Zapiski Nauchnykh Seminarov POMI, 2009, Volume 364, Pages 88–108
(Mi znsl3152)
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This article is cited in 17 scientific papers (total in 17 papers)
Martingale-coboundary representation for a class of stationary random fields
M. I. Gordin St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences
Abstract:
It is known that under some conditions a stationary random sequence admits a representation as the sum of two others: one of them is a martingale difference sequence and another is a so-called coboundary. Such a representation can be used for proving some limit theorems by means of the martingale approximation.
A multi-dimensional version of such a decomposition is presented in the paper for a class of random fields generated by several commuting non-invertible probability preserving transformations. In this representation summands of mixed type appear which behave with respect to some group of directions of the parameter space as reversed multiparameter martingale differences (in the sense of one of several known definitions) while they look as coboundaries relative to the other directions. Applications to limit theorems will be published elsewhere. Bibl. – 14 titles.
Received: 16.06.2008
Citation:
M. I. Gordin, “Martingale-coboundary representation for a class of stationary random fields”, Probability and statistics. Part 14–2, Zap. Nauchn. Sem. POMI, 364, POMI, St. Petersburg, 2009, 88–108; J. Math. Sci. (N. Y.), 163:4 (2010), 363–374
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https://www.mathnet.ru/eng/znsl3152 https://www.mathnet.ru/eng/znsl/v364/p88
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Abstract page: | 355 | Full-text PDF : | 108 | References: | 65 |
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