arXiv · 1908.09012
The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces
Abstract
In this paper we generalize the Hájek-Rényi-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 in Riesz spaces. Along the way we develop a Riesz space variant of the Clarkson's inequality for $1\le p\le 2$.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Wen-Chi Kuo, David F. Rodda, Bruce A. Watson. 2019-08-23. The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces. https://arxiv.org/abs/1908.09012
Cite the original work for its findings. Save a collection to share your selection of sources.