Near-epoch dependence in Riesz spaces

DOI10.1016/j.jmaa.2018.07.019zbMath1405.60057arXiv1807.04869OpenAlexW2964114999MaRDI QIDQ1659312

Wen-Chi Kuo, Michael J. Rogans, Bruce Alastair Watson

Publication date: 15 August 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.04869

zbMATH Keywords

Riesz spacevector latticesmixing processesconditional expectation operatorsnear-epoch dependencemixingales

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Linear operators on ordered spaces (47B60) Martingales and classical analysis (60G46) Ordered topological linear spaces, vector lattices (46A40)

Related Items

Maximal probability inequalities in vector lattices, On (in)dependence measures in Riesz spaces

Cites Work

• \(L^p\)-spaces with respect to conditional expectation on Riesz spaces
• The Itô integral for Brownian motion in vector lattices. II
• Discrete stochastic integration in Riesz spaces
• An Andô-Douglas type theorem in Riesz spaces with a conditional expectation
• Martingales in Banach lattices
• Spaces of regular abstract martingales
• A maximal inequality and dependent strong laws
• Mixing inequalities in Riesz spaces
• Conditional expectations on Riesz spaces
• Discrete-time stochastic processes on Riesz spaces.
• Markov processes on Riesz spaces
• Erratum to: Markov processes on Riesz spaces
• Mixingales on Riesz spaces
• Jensen's and martingale inequalities in Riesz spaces
• Limit laws in vector lattices
• Bernoulli Processes in Riesz Spaces
• Some Limit Theorems for Stationary Processes
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