Orthomartingale-coboundary decomposition for stationary random fields

Abstract

We provide a new projective condition for a stationary real random field indexed by the lattice ${\mathbb{Z}}^d$ to be well approximated by an orthomartingale in the sense of Cairoli (1969). Ourmain result can be viewed as a multidimensional version of the martingale-coboundary decomposition method which the idea goes back to Gordin (1969). It is a powerfull tool for proving limit theorems or large deviations inequalities for stationary random fields when the corresponding result is valid for orthomartingales.

Cited by in corpus (1)

• Invariance principle via orthomartingale approximation