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arXiv 1908.09012math.FAmath.PRmath.STstat.TH
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The Hájek-Rényi-Chow maximal inequality and a strong law of large numbers in Riesz spaces

Wen-Chi Kuo, David F. Rodda, Bruce A. Watson

英文摘要:

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 $1\le p\le 2$.

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