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Published in 2018 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2018.07.019
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…
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Keywords:
riesz spaces;
epoch dependence;
dependence riesz;
near epoch ... See more keywords
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1
Published in 2020 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2019.123462
Abstract: In this paper we generalize the Hajek-Renyi-Chow maximal inequality for submartingales to $L^p$ type Riesz spaces with conditional expectation operators. As applications we obtain a submartingale convergence theorem and a strong law of large numbers…
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Keywords:
maximal inequality;
strong law;
chow maximal;
riesz spaces ... See more keywords