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math.PR2009★ 39 cited
On the functional central limit theorem via martingale approximation
Mikhail Gordin, Magda Peligrad
In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of…
math.PR2008
Martingale-Coboundary Representation for a Class of Random Fields
Mikhail Gordin
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called co…
math.PR2006
Limit Correlation Functions for Fixed Trace Random Matrix Ensembles
Friedrich Götze, Mikhail Gordin
Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.