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We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by tho...
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We investigate the invariance principle in Hรถlder spaces for strictly stationary martingale difference sequences. In particular, we show that the sufficient condition on the tail in the i.i.d. case does not extend to sta...