Orthomartingale-coboundary decomposition for stationary random fields
Probability
2017-04-28 v1
Abstract
We provide a new projective condition for a stationary real random field indexed by the lattice to be well approximated by an orthomartingale in the sense of Cairoli (1969). Ourmain result can be viewed as a multidimensional version of the martingale-coboundary decomposition method which the idea goes back to Gordin (1969). It is a powerfull tool for proving limit theorems or large deviations inequalities for stationary random fields when the corresponding result is valid for orthomartingales.
Keywords
Cite
@article{arxiv.1410.3062,
title = {Orthomartingale-coboundary decomposition for stationary random fields},
author = {Mohamed El Machkouri and Davide Giraudo},
journal= {arXiv preprint arXiv:1410.3062},
year = {2017}
}