Orthomartingale-coboundary decomposition for stationary random fields

DOI10.1142/S0219493716500179zbMath1346.60069arXiv1410.3062MaRDI QIDQ2816569

Mohamed El Machkouri, Davide Giraudo

Publication date: 23 August 2016

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.3062

zbMATH Keywords

random fieldlarge deviationsstationaritycoboundaryorthomartingale

Mathematics Subject Classification ID

Random fields (60G60) Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Large deviations (60F10)

Related Items (8)

Limit theorems for weighted Bernoulli random fields under Hannan's condition ⋮ Invariance principle via orthomartingale approximation ⋮ Martingale-coboundary representation for stationary random fields ⋮ Functional central limit theorem via nonstationary projective conditions ⋮ On limit theorems for fields of martingale differences ⋮ Martingale approximations for random fields ⋮ On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition ⋮ Quenched invariance principles for orthomartingale-like sequences

Cites Work

• On functional central limit theorem for stationary martingale random fields
• Martingale-difference Gibbs random fields and central limit theorem
• Exponential inequalities and functional central limit theorems for random fields
• The Lindeberg-Levy Theorem for Martingales
• The Invariance Principle for a Lattice of Random Variables
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• A Central Limit Theorem for a Class of Dependent Random Variables
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