Geodesic
Martingale-coboundary representation for a~class of stationary random fields
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–2, Tome 364 (2009), pp. 88-108

Voir la notice de l'article provenant de la source Math-Net.Ru

It is known that under some conditions a stationary random sequence admits a representation as the sum of two others: one of them is a martingale difference sequence and another is a so-called coboundary. Such a representation can be used for proving some limit theorems by means of the martingale approximation. A multi-dimensional version of such a decomposition is presented in the paper for a class of random fields generated by several commuting non-invertible probability preserving transformations. In this representation summands of mixed type appear which behave with respect to some group of directions of the parameter space as reversed multiparameter martingale differences (in the sense of one of several known definitions) while they look as coboundaries relative to the other directions. Applications to limit theorems will be published elsewhere. Bibl. – 14 titles. 
@article{ZNSL_2009_364_a3,
     author = {M. I. Gordin},
     title = {Martingale-coboundary representation for a~class of stationary random fields},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {88--108},
     publisher = {mathdoc},
     volume = {364},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2009_364_a3/}
}
TY  - JOUR
AU  - M. I. Gordin
TI  - Martingale-coboundary representation for a~class of stationary random fields
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2009
SP  - 88
EP  - 108
VL  - 364
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2009_364_a3/
LA  - ru
ID  - ZNSL_2009_364_a3
ER  - 
%0 Journal Article
%A M. I. Gordin
%T Martingale-coboundary representation for a~class of stationary random fields
%J Zapiski Nauchnykh Seminarov POMI
%D 2009
%P 88-108
%V 364
%I mathdoc
%U http://geodesic.mathdoc.fr/item/ZNSL_2009_364_a3/
%G ru
%F ZNSL_2009_364_a3
M. I. Gordin. Martingale-coboundary representation for a~class of stationary random fields. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 14–2, Tome 364 (2009), pp. 88-108. http://geodesic.mathdoc.fr/item/ZNSL_2009_364_a3/