LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Near-epoch dependence in Riesz spaces

Photo by mhue723 from unsplash

The abstraction of the study of stochastic processes to Banach lattices and vector lattices has received much attention by Grobler, Kuo, Labuschagne, Stoica, Troitsky and Watson over the past fifteen… Click to show full abstract

The abstraction of the study of stochastic processes to Banach lattices and vector lattices has received much attention by Grobler, Kuo, Labuschagne, Stoica, Troitsky and Watson over the past fifteen years. By contrast mixing processes have received very little attention. In particular mixingales were generalized to the Riesz space setting in {\sc W.-C. Kuo, J.J. Vardy, B.A. Watson,} Mixingales on Riesz spaces, {\em J. Math. Anal. Appl.}, \textbf{402} (2013), 731-738. The concepts of strong and uniform mixing as well as related mixing inequalities were extended to this setting in {\sc W.-C. Kuo, M.J. Rogans, B.A. Watson,} Mixing inequalities in Riesz spaces, {\em J. Math. Anal. Appl.}, \textbf{456} (2017), 992-1004. In the present work we formulate the concept of near-epoch dependence for Riesz space processes and show that if a process is near-epoch dependent and either strong or uniform mixing then the process is a mixingale, giving access to a law of large numbers. The above is applied to autoregessive processes of order 1 in Riesz spaces.

Keywords: riesz spaces; epoch dependence; dependence riesz; near epoch

Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2018

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.