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

Clarkson's inequalitymaximal inequalityRiesz spacesstrong law of large numberssubmartingale convergencevector lattices

Mathematics Subject Classification ID

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

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 $1leple2$.

Review text

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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Cites work

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Cited in

(8)

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

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