Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547820 | Statistics & Probability Letters | 2018 | 9 Pages |
Abstract
K. Schmidt (1977) proved that if a strictly stationary sequence of real-valued random variables has the property that the family of distributions of its partial sums is tight, then the sequence is a coboundary, meaning that it is equal to the successive differences of another strictly stationary sequence. The result here is a coboundary-type theorem for C[0,1]-valued random fields (not necessarily stationary) that includes moment conditions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Steven T. Morrow,