A moment coboundary theorem for C[0,1]-valued random fields

作者：Morrow Steven T^*

来源：Statistics & Probability Letters, 2018, 142: 62-70.

DOI：10.1016/j.spl.2018.06.013

• Random field
• p-norm
• Coboundary

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.

• 出版日期2018-11