Mikhail Gordin
Martingale--Coboundary Representation for a Class of Random Fields
Preprint series: ESI preprints
MSC:
60G60 Random fields
60F99 None of the above but in this section
Abstract: It is known that under some conditions a stationary random sequence admits a
representation as the sum of two others: one of them is a
martingale difference sequence, and another is a so-called coboundary.
Such a representation can be used for proving some limit
theorems by means of the martingale approximation.


A multivariate version of such a decomposition is presented in the paper for
a class of random fields generated by several commuting non-invertible
probability preserving transformations. In this representation summands of mixed
type appear which behave with respect to some group
of directions of the parameter space as reversed multiparameter martingale
differences (in the sense of one of
several known definitions) while they look as coboundaries relative to
the other directions. Applications to limit theorems will be published
elsewhere.


Keywords: random field, martingale difference, coboundary