Martingale approximation of non-stationary stochastic processes

Published 6 Nov 2023 in math.PR | (2311.03134v1)

Abstract: We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities of large deviations) are studied.

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Authors (1)

Dalibor Volny

Citations (4)

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