Vector valued martingale-ergodic and ergodic-martingale theorems

DOI10.1080/07362994.2012.704858MaRDI QIDQ4648518zbMATH OpenOpenAlexFDO

Authors Farruh Shahidi, I. G. Ganiev

Publication date 9 November 2012

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.1682

zbMATH Keywords

Bochner integrable functionsbounded Besicovich sequenceergodic martingale processpositively dominated operatorvector valued martingale

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Vector-valued measures and integration (46G10) Ergodic theory of linear operators (47A35) Generalizations of martingales (60G48)

Abstract: We prove martingale-ergodic and ergodic-martingale theorems for vector valued Bochner integrable functions. We obtain dominant and maximal inequalities. We also prove weighted and multiparameter martingale-ergodic and ergodic martingale theorems.

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Cites work

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Cited in

(10)

• Convergence of ergodic-martingale paraproducts
• A Berry-Esseen bound for vector-valued martingales
• scientific article; zbMATH DE number 3933819 (Why is no real title available?)
• Vector-valued ergodic theorems for multiparameter additive processes
• scientific article; zbMATH DE number 734452 (Why is no real title available?)
• scientific article; zbMATH DE number 2153241 (Why is no real title available?)
• Vector-valued Choquet-Deny theorem, renewal equation and self-similar measures
• scientific article; zbMATH DE number 6433333 (Why is no real title available?)
• A martingale ergodic theorem
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