鞅逼近与预解式表示收敛的几个定理

Abstract

Abstract: By means of introduction martingale approximation of stationary ergodic Markov process and the resolventrepresentation of S_t(f), it is improved that a martingale approximation of S_t(f) exists if and only if the resolvent representation of S_t(f) converges and corresponding results are also formulated for Markov chains, showing that the method of constructing a martingale approximation to an additive functional of a stationaryergodic Markov process via the resolvent has universality under this kind of condition.

Key words: Markov process, martingale, martingale approximation, resolvent representation

CLC Number:

O211.6

HU Hua. Theorems about Martingale Approximation andResolvent Representation Convergence[J].J4, 2007, 45(05): 767-770.

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Theorems about Martingale Approximation andResolvent Representation Convergence

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