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

Abstract

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

revised version, to be published in Electronic Communications in Probability