Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes (Q1283325)
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| Language | Label | Description | Also known as |
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| English | Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes |
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Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes (English)
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9 May 2000
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The author extends forward-backward martingale decomposition of Meyer-Zheng-Lyons's type from the symmetric case to the general stationary situation for the partial sum \(S.(f)\) with \(f\) satisfying a finite energy condition. Furthermore, as corollaries, he obtains a maximal inequality and a tightness result related to the functional central limit and a criterion of a.s. compactness related to the functional law of iterated logarithm.
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forward-backard martingale decomposition
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Donsker's invariance principle
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Strassen's strong invariance principle
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