V: 23, 237-250, LNM 191 (1971)
MEYER, Paul-André
Travaux de H. Rost en théorie du balayage (
Potential theory,
Ergodic theory)
The ``filling scheme'' is a technique used in ergodic theory to prove Hopf's maximal Lemma and the Chacon-Ornstein theorem, studied in detail by H.~Rost (
Zeit. für W-theorie, 15, 1970;
Ann. Inst. Fourier, 21, 1971): it provides a solution to Skorohod's imbedding problem for measures on discrete time Markov processes. Here it is also used to prove Brunel's Lemma in pointwise ergodic theory
Comment: Extension to continuous time in Meyer
612. See also
806,
1012. A general survey on the Skorohod embedding problem is Ob\lój,
Probab. Surv. 1, 2004
Keywords: Filling scheme,
Brunel's lemma,
Skorohod imbeddingNature: Exposition,
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