Successive Conditional Expectations of an Integrable Function
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Publication:5335711
DOI10.1214/aoms/1177704457zbMath0128.12602OpenAlexW2046216101WikidataQ93439030 ScholiaQ93439030MaRDI QIDQ5335711
Publication date: 1962
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704457
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Martingales in the Limit and Amarts ⋮ On the integrability of \(\sup | S_ n| /n^{1/r}\) for \(1<r<2\) ⋮ On moment conditions for the supremum of normed sums ⋮ General theories unifying ergodic averages and martingales ⋮ Log-hyperconvexity index and Bergman kernel ⋮ Stopping rules for S n/n, and the Class L log L ⋮ Iterates of a product of conditional expectation operators ⋮ Operator Limit Theorems ⋮ First passage times for perturbed random walks ⋮ A note on moments of the maximum of Cesàro summation ⋮ On the prophet inequality for subadditive processes ⋮ Stochastic alternating projections ⋮ Maximal inequalities as necessary conditions for almost everywhere convergence ⋮ Almost everywhere convergence of powers of some positive \(L_p\) contractions ⋮ Stopping rules and tactics for processes indexed by a directed set ⋮ Almost everywhere convergence of convolution powers on compact Abelian groups ⋮ A dominated ergodic type theorem ⋮ On moments of the supremum of normed weighted averages ⋮ On moments of the maximum of normed partial sums of \(\rho \)-mixing random variables ⋮ Full divergence and maximal functions with cancellation ⋮ Exploring ramification of the equation \(E(Y|X)=X\) ⋮ Unnamed Item ⋮ New Versions of Some Classical Stochastic Inequalities ⋮ A ratio operator limit theorem ⋮ On moments of the supremum of normed partial sums of random variables indexed by \(N^ k\) ⋮ On the expectation of some random variables derived from independent random variables ⋮ Theorems for conditional expectations, with applications to Markov processes ⋮ Stochastic convexity, linear operators, and martingales ⋮ Moments of the maximum of normed partial sums of \(\rho^-\)-mixing random variables ⋮ Moments of the maximum of normed partial sums of random variables with multidimensional indices ⋮ Strengthening classical results on convergence rates in strong limit theorems ⋮ Products of conditional expectation operators: convergence and divergence ⋮ Trivial intersection of \(\sigma \)-fields and Gibbs sampling ⋮ Complete convergence of bootstrapped means and moments of the supremum of normed bootstrapped sums ⋮ The converse of the dominated ergodic theorem ⋮ An Extension of Theorems of Hechner and Heinkel ⋮ The moment of maximum normed randomly weighted sums of martingale differences ⋮ Compositions of conditional expectations, Amemiya-Andô conjecture and paradoxes of thermodynamics
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