Unbounded order convergence and application to martingales without probability

DOI10.1016/J.JMAA.2014.01.078MaRDI QIDQ2338902zbMATH OpenOpenAlexFDO

Authors Niushan Gao, Foivos Xanthos

Publication date 27 March 2015

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

Full work available at URL https://arxiv.org/abs/1306.2563

zbMATH Keywords

abstract martingalesBanach latticesDoob's convergence theoremspositive Schur propertyunbounded order convergence

Mathematics Subject Classification ID

Banach lattices (46B42) Martingales with discrete parameter (60G42) Generalizations of martingales (60G48)

Abstract: A net $(x_{a}lpha{)}_{alphainGamma}$ in a vector lattice $X$ is unbounded order convergent (uo-convergent) to $x$ if $|x_{a}lpha-x|wedgeyxrightarrowo0$ for each $yin{X}_{+}$, and is unbounded order Cauchy (uo-Cauchy) if the net $(x_{a}lpha-x_{alph{a}^{\prime }}{)}_{GammaimesGamma}$ is uo-convergent to 0. In the first part of this article, we study uo-convergent and uo-Cauchy nets in Banach lattices and use them to characterize Banach lattices with the positive Schur property and KB-spaces. In the second part, we use the concept of uo-Cauchy sequences to extend Doob's submartingale convergence theorems to a measure-free setting. Our results imply, in particular, that every norm bounded submartingale in $L_1(Omega;F)$ is almost surely uo-Cauchy in $F$, where $F$ is an order continuous Banach lattice with a weak unit.

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