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arxiv: 1708.08492 · v1 · submitted 2017-08-28 · 🧮 math.PR

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Martingale approximations for random fields

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keywords randomconditionsfieldsapplicationsapproximationapproximationscriteriafield
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In this paper we provide necessary and sufficient conditions for the mean square approximation of a random field with an ortho-martingale. The conditions are formulated in terms of projective criteria. Applications are given to linear and nonlinear random fields with independent innovations.

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