scientific article; zbMATH DE number 64777

MaRDI QIDQ4012495zbMATH OpenFDO

Authors Pavel Samek, Dalibor Volný

Publication date 27 September 1992

Full work available at URL https://eudml.org/doc/21838

IPFS File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

zbMATH Keywords

approximating martingalecoboundarydecompositionmartingale difference sequencestrictly stationary processes

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Stationary stochastic processes (60G10)

Recommendations

• An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes.
• scientific article; zbMATH DE number 4036816
• scientific article; zbMATH DE number 4001100
• Martingale-coboundary representation for a class of random fields
• Forward-backward martingale decomposition and compactness results for additive functionals of stationary ergodic Markov processes

Cited in

(8)

• Approximating martingales and the central limit theorem for strictly stationary processes
• Fine irreducibility and uniqueness of stationary distribution
• scientific article; zbMATH DE number 4036816 (Why is no real title available?)
• scientific article; zbMATH DE number 1225587 (Why is no real title available?)
• Exponential mixing of nilmanifold automorphisms
• scientific article; zbMATH DE number 4001100 (Why is no real title available?)
• An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes.
• Uniqueness of stationary distribution and exponential convergence for distribution dependent SDEs

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4012495)