Martingale ergodic and ergodic martingale processes with continuous time
Journal Article
·
· Sbornik. Mathematics
- Novosibirsk State University, Novosibirsk (Russian Federation)
In a paper dedicated to unifying martingales and ergodic averages, Kachurovskii introduced certain unifying discrete-time martingale ergodic and ergodic martingale processes, for which he proved convergence theorems and established maximal and dominant inequalities. Our purpose in this article is to obtain similar results for such processes with continuous time. In addition, the results are used to assert convergence of yet another unifying process relating to Rota's approach to unification of martingales and Abel ergodic averages. Bibliography: 13 titles.
- OSTI ID:
- 21301609
- Journal Information:
- Sbornik. Mathematics, Vol. 200, Issue 5; Other Information: DOI: 10.1070/SM2009v200n05ABEH004015; Country of input: International Atomic Energy Agency (IAEA); ISSN 1064-5616
- Country of Publication:
- United States
- Language:
- English
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