Opening book details…
Can I read Convergence Theorems and Maximal Inequalities for Martingale Ergodic Processes on EtoBox?
Convergence Theorems and Maximal Inequalities for Martingale Ergodic Processes by Luo Guangzhou; Ma Xuan; Liu Peide is a Mathematics article available to read on EtoBox.
What is Convergence Theorems and Maximal Inequalities for Martingale Ergodic Processes about?
In this article, we study two types of martingale ergodic processes. We prove that a.e. convergence and L p convergence as well as maximal inequalities, which are established both in ergodic theory and martingale setting, also hold well for these new sequences of random variables. Moreover, the corresponding theorems in the former two areas turn out to be degenerate cases of the martingale ergodic theorems proved here.
Who reads Convergence Theorems and Maximal Inequalities for Martingale Ergodic Processes?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Luo Guangzhou; Ma Xuan; Liu Peide
- Publisher
- Elsevier Science; Elsevier ; Elsevier B.V.; Elsevier BV; Springer Science and Business Media LLC (ISSN 0252-9602)
- Published
- 2010
- Language
- EN
- Field
- Mathematics (Physical Sciences)