Decomposition and convergence for tree martingales (Q2270888)
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English | Decomposition and convergence for tree martingales |
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Decomposition and convergence for tree martingales (English)
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29 July 2009
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A graph theoretic decomposition of a tree index set and with the help of this a decomposition of tree martingales are given. Some relation is found between tree martingales and multi-parameter martingales. A convergence theorem and two inequalities are proved for tree martingales.
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tree martingales
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multi-parameter martingales
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martingale convergence
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martingale decomposition
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