Martingale–Coboundary Representation for a Class of Random Fields
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چکیده
Martingale approximation is one of methods of proving limit theorems for stationary random sequences. The method, in its simplest version, consists of representing the original random sequence as the sum of a martingale difference sequence and a coboundary sequence. In this introduction we give a brief sketch of this approach. The aim of the present paper is to extend the martingale approximation method to a certain class of random fields. This is the topic of the next two sections of the paper. Let ξ = (ξn)n∈Z be a stationary (in the strict sense) random sequence. Under certain assumptions [4] it can be represented in the form
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تاریخ انتشار 2008