Martingale-coboundary representation for stationary random fields

被引:7
作者
Volny, Dalibor [1 ]
机构
[1] Univ Rouen Normandie, UMR 6085, Lab Math Raphael Salem, F-76801 St Etienne Du Rouvray, France
关键词
Random field; Z(d) action; orthomartingale; martingale-coboundary representation; central limit theorems; CENTRAL-LIMIT-THEOREM; WEAK INVARIANCE-PRINCIPLE; SUMS;
D O I
10.1142/S0219493718500119
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We prove a martingale-coboundary representation for random fields with a completely commuting filtration. For random variables in L-2, we present a necessary and sufficient condition which is a generalization of Heyde's condition for one-dimensional processes from 1975. For L-p spaces with 2 <= p < infinity we give a necessary and sufficient condition which extends Volny's result from 1993 to random fields and improves condition of El Machkouri and Giraudo from 2016. A new sufficient condition is presented which for dimension one improves Gordin's condition from 1969. In application, new weak invariance principle and estimates of large deviations are found.
引用
收藏
页数:18
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