Martingale-coboundary representation for a class of random fields

DOI10.1007/s10958-009-9679-5zbMath1288.60066arXiv0812.4414OpenAlexW2056761152MaRDI QIDQ2452919

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

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

Related Items (14)

CLT for linear random fields with stationary martingale-difference innovation ⋮ CLT for linear random fields with martingale increments ⋮ Existence and non-existence of solutions to the coboundary equation for measure-preserving systems ⋮ Martingale-coboundary representation for stationary random fields ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ On the quenched central limit theorem for stationary random fields under projective criteria ⋮ Central limit theorem for Fourier transform and periodogram of random fields ⋮ Limit theorems for von Mises statistics of a measure preserving transformation ⋮ On the normal approximation for random fields via martingale methods ⋮ A functional CLT for fields of commuting transformations via martingale approximation ⋮ CLT for random walks of commuting endomorphisms on compact abelian groups ⋮ A central limit theorem for fields of martingale differences ⋮ Joint and double coboundaries of commuting contractions ⋮ Quenched invariance principles for orthomartingale-like sequences

Cites Work

• Limit theorems for von Mises statistics of a measure preserving transformation
• A functional central limit theorem for stationary random fields
• Stochastic integrals in the plane
• On the almost sure central limit theorem for a class of \(Z^d\)-actions
• A new maximal inequality and invariance principle for stationary sequences
• Central limit theorems for additive functionals of Markov chains.
• Le théorème limite central pour les suites de R. C. Baker
• On functional central limit theorem for stationary martingale random fields
• On the Behavior of the Variances of Sums of Random Variables Forming a Stationary Process
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