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2013 Comment on a theorem of M. Maxwell and M. Woodroofe
Bálint Tóth
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Electron. Commun. Probab. 18: 1-4 (2013). DOI: 10.1214/ECP.v18-2366

Abstract

We present a direct derivation of the theorem of M. Maxwell and M. Woodroofe (Ann. Probab. vol. 28 (2000) 713-724), on martingale approximation of additive functionals of stationary Markov processes, from the non-reversible version of the Kipnis-Varadhan theorem.

Citation

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Bálint Tóth. "Comment on a theorem of M. Maxwell and M. Woodroofe." Electron. Commun. Probab. 18 1 - 4, 2013. https://doi.org/10.1214/ECP.v18-2366

Information

Accepted: 17 February 2013; Published: 2013
First available in Project Euclid: 7 June 2016

zbMATH: 1308.60027
MathSciNet: MR3033596
Digital Object Identifier: 10.1214/ECP.v18-2366

Keywords: CLT , Markov process , Martingale approximation

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