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An equivalent of martingale approximation for random fields

2019-04-08 17:49

报告人:Davide G iraudo 【Ruhr-Universitt Bochum】

时间:2019-04-08 11:00-12:00

地点:卫津路校区6号楼111教


报告人简介

Ruhr-Universität Bochum

报告内容介绍

      The method of martingale approximation consists in approximating the partial sums of a strictly stationary sequence by those of a martingale differences sequence with stationary increments. Gordin and Peligrad (2011) gave a necessary and sufficient condition for martingale approximation. This condition can be used to establish an invariance principle. After having reviewed the main results in dimension one, we will present the extension to processes indexed by $\mathbb Z^d$, $d\geqslant 1$.

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