Convergence of series of conditional expectations

DOI10.1016/J.SPL.2023.109869MaRDI QIDQ6115518zbMATH OpenOpenAlexFDO

Authors Magda Peligrad, Costel Peligrad

Publication date 12 July 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2212.01527

zbMATH Keywords

almost sure convergenceMarkov chainsmaximal inequalitiesnonstationary sequencessmooth Banach spaces

Mathematics Subject Classification ID

Probabilistic methods in Banach space theory (46B09) Inequalities; stochastic orderings (60E15) Strong limit theorems (60F15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Abstract: This paper deals with rates of convergence in the strong law of large numbers, in the Baum-Katz form, for partial sums of Banach space valued random variables. The results are then applied to solve similar problems for weighted partial sums of conditional expectations. They are further used to treat partial sums of powers of a reversible Markov chain operator. The method of proof is based on martingale approximation. The conditions are expressed in terms moments of the individual summands.

Recommendations

• scientific article; zbMATH DE number 1409935
• scientific article; zbMATH DE number 66827
• Convergence of conditional expectations in Banach function spaces
• Convergence of randomly weighted sums of Banach-space-valued random elements under some conditions of uniform integrability
• Convergence presque sûre de séries à poids aléatoires

Cites work

• A compact LIL for martingales in \(2\)-smooth Banach spaces with applications
• Central limit theorem for additive functionals of reversible Markov processes and applications to simple exclusions
• Convergence Rates in the Law of Large Numbers for Banach-Valued Dependent Variables
• Fractional Poisson equations and ergodic theorems for fractional coboundaries
• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 3498630 (Why is no real title available?)
• scientific article; zbMATH DE number 1354815 (Why is no real title available?)
• On convergence of power series of L_p contractions
• On the a.s. convergence of the one-sided ergodic Hilbert transform
• Subadditive mean ergodic theorems
• Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. (AM-63)

Cited in

(3)

• A convergence property for conditional expectation
• scientific article; zbMATH DE number 2067899 (Why is no real title available?)
• On Rio's proof of limit theorems for dependent random fields

This page was built for publication: Convergence of series of conditional expectations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6115518)