Comment on a theorem of M. Maxwell and M. Woodroofe
Probability
2013-02-19 v2
Abstract
We present a direct derivation of the theorem of M. Maxwell and M. Woodroofe (Ann. Probab. 28 (2000) 713-724), on martingale approximation of additive functionals of stationary Markov processes, from the non-reversible version of the Kipnis-Varadhan theorem.
Keywords
Cite
@article{arxiv.1207.7173,
title = {Comment on a theorem of M. Maxwell and M. Woodroofe},
author = {Balint Toth},
journal= {arXiv preprint arXiv:1207.7173},
year = {2013}
}
Comments
revised version, to be published in Electronic Communications in Probability