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math.PR2012
Comment on a theorem of M. Maxwell and M. Woodroofe
Balint Toth
We present a direct derivation of the theorem of M. Maxwell and M. Woodroofe (Ann. Probab. 28 (2000) 713-724), on martingale approximation of additive functionals of stationary Mar…
math.PR2012
Relaxed sector condition
Illes Horvath, Balint Toth, Balint Veto
In this note we present a new sufficient condition which guarantees martingale approximation and central limit theorem a la Kipnis-Varadhan to hold for additive functionals of Mark…