Vector valued martingale-ergodic and ergodic-martingale theorems

DOI10.1080/07362994.2012.704858zbMATH Open1268.47014arXiv1201.1682OpenAlexW2047886967MaRDI QIDQ4648518FDOQ4648518

Authors: Farruh Shahidi, I. G. Ganiev 

Publication date: 9 November 2012

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

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.

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

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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)

Cites Work

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• Vector valued ergodic theorems for operators satisfying norm conditions
• Martingales of Banach-valued random variables
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• General theories unifying ergodic averages and martingales
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• Martingale ergodic and ergodic martingale processes with continuous time
• A martingale ergodic theorem
• On multiparameter ergodic and martingale theorems in infinite measure spaces
• On one-parameter proofs of almost sure convergence of multiparameter processes

Cited In (9)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A martingale ergodic theorem
• Convergence of ergodic-martingale paraproducts
• Title not available (Why is that?)
• A Berry-Esseen bound for vector-valued martingales
• Title not available (Why is that?)
• Vector-valued Choquet-Deny theorem, renewal equation and self-similar measures

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