On martingale approximations

DOI10.1214/07-AAP505zbMath1161.60010arXiv0708.4183MaRDI QIDQ957521

Ou Zhao, Michael B. Woodroofe

Publication date: 27 November 2008

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.4183

zbMATH Keywords

fractional Poisson equationnormal operatormartingale approximationconditional central limit theoremco-isometryplus normshift process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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