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

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

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

(9)

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• A martingale ergodic theorem
• Convergence of ergodic-martingale paraproducts
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• A Berry-Esseen bound for vector-valued martingales
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