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arXiv · 1707.04663

Mixing inequalities in Riesz spaces

Wen-Chi Kuo·Michael Rogans·Bruce Alastair Watson
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Abstract

Various topics in stochastic processes have been considered in the abstract setting of Riesz spaces, for example martingales, martingale convergence, ergodic theory, AMARTS, Markov processes and mixingales. Here we continue the relaxation of conditional independence begun in the study of mixingales and study mixing processes. The two mixing coefficients which will be considered are the $\alpha$ (strong) and $\varphi$ (uniform) mixing coefficients. We conclude with mixing inequalities for these types of processes. In order to facilitate this development, the study of generalized $L^1$ and $L^\infty$ spaces begun by Kuo, Labuschagne and Watson will be extended.

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Wen-Chi Kuo, Michael Rogans, Bruce Alastair Watson. 2017-07-14. Mixing inequalities in Riesz spaces. https://arxiv.org/abs/1707.04663

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