Abstract:P.\ Samek and D.\ Voln\'y, in the paper ``Uniqueness of a martingale-coboundary decomposition of a stationary processes" (1992), showed the uniqueness of martingale-coboundary decomposition of strictly stationary processes. The original proof is given by reducing the problem to the ergodic case. In this note we give another proof without such reduction.
Keywords: strictly stationary process; martingale-coboundary decomposition
DOI: DOI 10.14712/1213-7243.2019.013
AMS Subject Classification: 28D05 60G10 60G42