Mixingales on Riesz spaces (Q1947334): Difference between revisions

A mixingale is a not necessarily adapted stochastic process which combines aspects of a martingale and a mixing sequence; it is a stochastic process where the information in the process shows a sort of asymptotically independence when considering different point of times in the process, expressed by an asymptotically satisfied weak martingale property. Now, it is well known that stochastic processes can be generalized to a measure free setting, namely Riesz spaces. In this paper, the authors generalize mixingales in a natural way to the setting of Riesz spaces and show a weak law of large numbers for mixingales in Riesz spaces. This theorem is reminiscent of the classical theorem in probability theory and actually generalizes corresponding known results for mixingales in \(L^p\)-spaces.