The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces

DOI10.1016/J.JMAA.2019.123462MaRDI QIDQ2325992zbMATH OpenOpenAlexFDO

Authors Wen-Chi Kuo, David F. Rodda, Bruce A. Watson

Publication date 4 October 2019

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.09012

zbMATH Keywords

strong law of large numbersmaximal inequalityvector latticesRiesz spacesClarkson's inequalitysubmartingale convergence

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Ordered topological linear spaces, vector lattices (46A40)

Abstract: In this paper we generalize the H'ajek-R'enyi-Chow maximal inequality for submartingales to $L^p$ type Riesz spaces with conditional expectation operators. As applications we obtain a submartingale convergence theorem and a strong law of large numbers in Riesz spaces. Along the way we develop a Riesz space variant of the Clarkson's inequality for $1leple2$.

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Cites work

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Cited in

(8)

• Maximal probability inequalities in vector lattices
• A Hájek-Rényi-type maximal inequality and strong laws of large numbers for multidimensional arrays
• Chernoff’s inequality in Riesz spaces
• A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces
• scientific article; zbMATH DE number 4161771 (Why is no real title available?)
• Ergodicity in Riesz Spaces
• Bernoulli processes in Riesz spaces
• Characterisation of conditional weak mixing via ergodicity of the tensor product in Riesz spaces

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