arXiv:1207.7173 Abstract | arXiv Analytics

arXiv:1207.7173 [math.PR]Abstract References Reviews Resources

Comment on a theorem of M. Maxwell and M. Woodroofe

Published 2012-07-31, updated 2013-02-17Version 2

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 Markov processes, from the non-reversible version of the Kipnis-Varadhan theorem.

Comments: revised version, to be published in Electronic Communications in Probability

Categories: math.PR

Subjects: 60F05, 60J55

Keywords: stationary markov processes, direct derivation, kipnis-varadhan theorem, martingale approximation, non-reversible version

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