The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces (Q2325992)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces |
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The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces (English)
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4 October 2019
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The authors generalize the Hàjek-Rényi-Chow maximal inequality for submartingales to \(L^p\)-type Riesz spaces with conditional expectation operators. As applications, they obtain a submartingale convergence theorem and a Chow-type strong law of large numbers in Riesz spaces for \(p\geq 1\). All the necessary ingredients are very well explained.
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Riesz spaces
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vector lattices
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maximal inequality
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Clarkson's inequality
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submartingale convergence
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strong law of large numbers
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