Martingale Formulation of Ergodic Theorems

DOI10.2307/2033647zbMath0102.13401OpenAlexW4214649891MaRDI QIDQ3284995

Meyer Jerison

Publication date: 1959

Full work available at URL: https://doi.org/10.2307/2033647

zbMATH Keywords

probability theory

Related Items (11)

General theories unifying ergodic averages and martingales ⋮ Inference in stochastic processes-III ⋮ Operator Limit Theorems ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:5339813 Deux remarques sur la th�orie des martingales] ⋮ A ratio limit theorem for contraction projections and applications ⋮ Convergence of ergodic-martingale paraproducts ⋮ Theorems for conditional expectations, with applications to Markov processes ⋮ Martingales, the smoothing index and ergodic theory ⋮ Martingale convergence, series expansion of Gaussian elements, and strong law of large numbers in Frechet spaces ⋮ Differentiation along algebras ⋮ Asymptotic independence and individual ratio limit theorems

Cites Work

• On the ergodic theorem of Hurewicz
• Ergodic theorem without invariant measure
• Abstract Ergodic Theorems and Weak Almost Periodic Functions
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