Bernoulli processes in Riesz spaces

DOI10.1007/978-3-319-27842-1_16zbMATH Open1404.60052arXiv1707.00968OpenAlexW2522469399MaRDI QIDQ4645868FDOQ4645868

Authors: Wen-Chi Kuo, Jessica J. Vardy, Bruce A. Watson 

Publication date: 11 January 2019

Published in: Trends in Mathematics (Search for Journal in Brave)

Abstract: The action and averaging properties of conditional expectation operators are studied in the, measure-free, Riesz space, setting of Kuo, Labuschagne and Watson [{Conditional expectations on Riesz spaces}, J. Math. Anal. Appl., 303 (2005), 509-521] but on the abstract $L^2$ space, ${calL}^2(T)$ introduced by Labuschagne and Watson [{ Discrete Stochastic Integration in Riesz Spaces}, Positivity, 14, (2010), 859 - 575]. In this setting it is shown that conditional expectation operators leave ${calL}^2(T)$ invariant and the Bienaym'e equality and Tchebichev inequality are proved. From this foundation Bernoulli processes are considered. Bernoulli's strong law of large numbers and Poisson's theorem are formulated and proved.

Full work available at URL: https://arxiv.org/abs/1707.00968

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zbMATH Keywords

conditional independenceaveraging operators\(f\)-algebrastrong laws of large numbersRiesz spacesconditional expectation operatorsBernoulli processes

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Linear operators on ordered spaces (47B60)

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Cited In (8)

• The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
• Jensen's and martingale inequalities in Riesz spaces
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Ergodic theory and the strong law of large numbers on Riesz spaces
• Near-epoch dependence in Riesz spaces
• Ergodicity in Riesz Spaces
• On the boundedness of Bernoulli processes over thin sets
• Riemann-Hilbert approach to gap probabilities for the Bessel process

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