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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2009 Volume 364, Pages 88–108 (Mi znsl3152)

This article is cited in 17 papers

Martingale-coboundary representation for a class of stationary random fields

M. I. Gordin

St. Petersburg Department of V. A. Steklov Institute of Mathematics, Russian Academy of Sciences

Abstract: 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.

UDC: 512.2

Received: 16.06.2008


 English version:
Journal of Mathematical Sciences (New York), 2010, 163:4, 363–374

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