Unconditional martingale difference sequences in Banach spaces

DOI10.1016/J.JMAA.2006.03.061MaRDI QIDQ865342zbMATH OpenOpenAlexFDO

Authors Stuart F. Cullender, Coenraad C. A. Labuschagne

Publication date 14 February 2007

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.2006.03.061

zbMATH Keywords

abstract martingale difference sequenceBochner \(L^p\)-spacetensor product of Banach latticesunconditional basis

Mathematics Subject Classification ID

Summability and bases; functional analytic aspects of frames in Banach and Hilbert spaces (46B15) Banach lattices (46B42) Tensor products in functional analysis (46M05)

Review text

A result of \textit{D. J. Aldous} [Math. Proc. Camb. Philos. Soc. 85, 117--123 (1979; Zbl 0389.46027)] says that \(L^p(Y)\) fails to have an unconditional basis if \(Y\) is not superreflexive. This paper attempts to provide weaker positive results in this direction. The starting point is an abstract version of the notion of a martingale in a Banach space \(X\) in which some uniformly bounded increasing sequence of projections on \(X\) plays the rôle of the conditional expectations in classical martingale theory in \(L^p\). Along with this notion comes an abstract version of a martingale difference sequence and of an unconditional martingale difference sequence. The authors show that an abstract martingale difference sequence \((d_i)\) is unconditional if and only if the associated coordinate space \(\{(\alpha_i): \sum_i \alpha_i d_i\) converges\} is an order continuous Banach lattice. As the authors point out in a corrigendum to this paper, there is a serious mathematical error on page 1300 that adversely affects the inequality stated in the abstract, Theorems 5.2 and 7.2 and Corollaries 7.3 and 7.4. They also point out that the affected results still hold for disjoint sequences and that corrected results for general sequences can be found in the first-named author's Ph.D. thesis.

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Cited in

(4)

• Unconditional Schauder decompositions and stopping times in the Lebesgue-Bochner spaces
• Erratum: A quantitative mean ergodic theorem for uniformly convex Banach spaces
• scientific article; zbMATH DE number 4000785 (Why is no real title available?)
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