A strong law of large numbers for nonexpansive vector-valued stochastic processes (Q1806257)

The main result proved by the authors is the following: Let \(T\) be a nonexpansive mapping on a \(p\)-uniformly smooth Banach space \(X\), \(1\leq p\leq 2\), and let \(\{X_n\}\) be a \(T\)-martingale (taking on values in \(X)\). If moreover \(X\) is strictly convex and if \(\sum n^{-r}E(\|X_n-TX_{n-1}\|^p)<\infty\), \(X_n/n\) converges weakly to a point in \(X\), and if the norm of \(X\) is Fréchet differentiable (away from zero), \(X_n/n\) converges strongly to a point in \(X\). This result includes both the SLLN and the operator ergodic theorem in Hilbert space.