Ergodic theory and the strong law of large numbers on Riesz spaces

DOI10.1016/J.JMAA.2006.01.056MaRDI QIDQ854059zbMATH OpenOpenAlexFDO

Authors Wen-Chi Kuo, Coenraad C. A. Labuschagne, Bruce A. Watson

Publication date 7 December 2006

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2006.01.056

zbMATH Keywords

projectionsconditional expectationlaw of large numberszero-one lawRiesz spaceergodic theorem

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Strong limit theorems (60F15) Positive linear operators and order-bounded operators (47B65) Banach lattices (46B42)

Recommendations

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Cites work

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• Banach lattices
• Birkhoff's ergodic theorem and the maximal ergodic theorem
• Characterizations of conditional expectation-type operators
• Conditional expectations on Riesz spaces
• Convergence of Riesz space martingales
• Discrete-time stochastic processes on Riesz spaces.
• Ergodic theorem without invariant measure
• Measures and probabilities
• Weak Laws of Large Numbers in Some Non-Commutative Spaces

Cited in

(26)

• On (in)dependence measures in Riesz spaces
• The sup-completion of a Dedekind complete vector lattice
• Maximal probability inequalities in vector lattices
• Ergodicity in Riesz Spaces
• The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
• Asymptotic expansion in measure and strong ergodicity
• Discrete stochastic integration in Riesz spaces
• Near-epoch dependence in Riesz spaces
• A ratio ergodic theorem in archimedean Riesz spaces
• Convergence in Riesz spaces with conditional expectation operators
• Itô's rule and Lévy's theorem in vector lattices
• The Itô integral for martingales in vector lattices
• The Kolmogorov-Čentsov theorem and Brownian motion in vector lattices
• Some characterizations of ergodicity in Riesz spaces
• Doob's optional sampling theorem in Riesz spaces
• Jensen's and martingale inequalities in Riesz spaces
• A Koopman-von Neumann type theorem on the convergence of Cesàro means in Riesz spaces
• The Kac formula and Poincaré recurrence theorem in Riesz spaces
• Generalization of the theorems of Barndorff-Nielsen and Balakrishnan-Stepanov to Riesz spaces
• Characterisation of conditional weak mixing via ergodicity of the tensor product in Riesz spaces
• Girsanov's theorem in vector lattices
• Bernoulli processes in Riesz spaces
• Law of large numbers and Ergodic Theorem for convex weak star compact valued Gelfand-integrable mappings
• Limit laws for martingales in vector lattices
• Continuous stochastic processes in Riesz spaces: The Doob-Meyer decomposition
• Markov processes on Riesz spaces

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