Electronic Communications in Probability

Comment on a theorem of M. Maxwell and M. Woodroofe

Bálint Tóth

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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.

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Electron. Commun. Probab., Volume 18 (2013), paper no. 13, 4 pp.

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

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CLT Markov process martingale approximation

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Tóth, Bálint. Comment on a theorem of M. Maxwell and M. Woodroofe. Electron. Commun. Probab. 18 (2013), paper no. 13, 4 pp. doi:10.1214/ECP.v18-2366. https://projecteuclid.org/euclid.ecp/1465315552

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