Seminars_raw

An equivalent of martingale approximation for random fields

2019-04-08 00:00

Speaker: Davide Giraudo

unit:

Time: 2019-04-08 11:00-12:00

Venue: Room 111, Center for Applied Mathematics

starttime: 2019-04-08 11:00-12:00

Profile:


Theme:
An equivalent of martingale approximation for random fields
Time:
2019-04-08 11:00-12:00
Venue:
Room 111, Center for Applied Mathematics
Speaker:
Davide Giraudo

Abstract

      The method of martingale approximation consists in approximating the partial sums of a strictly stationary sequence by those of a martingale differences sequence with stationary increments. Gordin and Peligrad (2011) gave a necessary and sufficient condition for martingale approximation. This condition can be used to establish an invariance principle. After having reviewed the main results in dimension one, we will present the extension to processes indexed by $\mathbb Z^d$, $d\geqslant 1$.


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