Martingale-coboundary representation for a class of random fields

DOI10.1007/S10958-009-9679-5MaRDI QIDQ2452919zbMATH OpenOpenAlexFDO

Authors Mikhaĭl Iosifovich Gordin

Publication date 6 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0812.4414

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Martingales with discrete parameter (60G42) Random fields (60G60)

Abstract: A stationary random sequence admits under some assumptions 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 multivariate 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 groupof 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.

Recommendations

• Martingale-coboundary representation for stationary random fields
• Orthomartingale-coboundary decomposition for stationary random fields
• MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES
• A moment coboundary theorem for \(C [0, 1]\)-valued random fields
• AN L^p ‘COUSIN OF COBOUNDARY’ THEOREM FOR RANDOM FIELDS

Cites work

• A functional central limit theorem for stationary random fields
• A new maximal inequality and invariance principle for stationary sequences
• Central limit theorems for additive functionals of Markov chains.
• scientific article; zbMATH DE number 3644239 (Why is no real title available?)
• scientific article; zbMATH DE number 3613934 (Why is no real title available?)
• scientific article; zbMATH DE number 3633446 (Why is no real title available?)
• scientific article; zbMATH DE number 3337280 (Why is no real title available?)
• Limit theorems for von Mises statistics of a measure preserving transformation
• On functional central limit theorem for stationary martingale random fields
• On the almost sure central limit theorem for a class of \(Z^d\)-actions
• On the Behavior of the Variances of Sums of Random Variables Forming a Stationary Process
• Stochastic integrals in the plane
• The central limit theorem for the sequences of R. C. Baker

Cited in

(25)

• Central limit theorem for Fourier transform and periodogram of random fields
• A moment coboundary theorem for \(C [0, 1]\)-valued random fields
• On the normal approximation for random fields via martingale methods
• Martingale-coboundary decomposition for families of dynamical systems
• On the quenched central limit theorem for stationary random fields under projective criteria
• Randomization in the construction of multidimensional martingales
• Orthomartingale-coboundary decomposition for stationary random fields
• A Martingale Characterization of Diffusion Random Fields on the Plane
• Martingale approximations and anisotropic Banach spaces with an application to the time-one map of a Lorentz gas
• Joint and double coboundaries of commuting contractions
• AN L^p ‘COUSIN OF COBOUNDARY’ THEOREM FOR RANDOM FIELDS
• CLT for linear random fields with stationary martingale-difference innovation
• CLT for linear random fields with martingale increments
• scientific article; zbMATH DE number 64777 (Why is no real title available?)
• Martingale-coboundary representation for stationary random fields
• Limit theorems for von Mises statistics of a measure preserving transformation
• A functional CLT for fields of commuting transformations via martingale approximation
• An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes.
• CLT for random walks of commuting endomorphisms on compact abelian groups
• MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES
• A central limit theorem for fields of martingale differences
• Existence and non-existence of solutions to the coboundary equation for measure-preserving systems
• Functional central limit theorem via nonstationary projective conditions
• On the weak invariance principle for random fields with commuting filtrations under \(\mathbb{L}^1\)-projective criteria
• Quenched invariance principles for orthomartingale-like sequences

This page was built for publication: Martingale-coboundary representation for a class of random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2452919)