Orthomartingale-coboundary decomposition for stationary random fields
Résumé
We provide a new projective condition for a stationary real random field indexed by the lattice $\mathbb Z^d$ 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.
Domaines
Probabilités [math.PR]
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EM--GIRAUDO___martingale_coboundary_decomposition_for_random_fields17_revision_S&D (1).pdf (379.09 Ko)
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