Martingale-coboundary decomposition for stationary random fields
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Publication:6288249
arXiv1706.07978MaRDI QIDQ6288249FDOQ6288249
Authors: Dalibor Volný 
Publication date: 24 June 2017
Abstract: We prove a martingale-coboundary representation for random fields with a completely commuting filtration. For random variables in L2 we present a necessary and sufficient condition which is a generalization of Heyde's condition for one dimensional processes from 1975. For Lp spaces with 2 leq p < infty we give a necessary and sufficient condition which extends Volny's result from 1993 to random fields and improves condition of El Machkouri and Giraudo from 2016 (arXiv:1410.3062). In application, new weak invariance principle and estimates of large deviations are found.
Random fields (60G60) Martingales with discrete parameter (60G42) Functional limit theorems; invariance principles (60F17)
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