A martingale ergodic theorem

DOI10.1007/S11202-010-0109-1zbMATH Open1221.37013OpenAlexW1965981633MaRDI QIDQ542196

Ivan Podvigin

Publication date: 8 June 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11202-010-0109-1

zbMATH Keywords

ergodic averagemeasurable partition of a Lebesgue spacenatural extension of an endomorphismreverse martingale

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Strong limit theorems (60F15) Generalizations of martingales (60G48) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Cites Work

• Title not available (Why is that?)
• Martingale ergodic theorem
• General theories unifying ergodic averages and martingales
• Forcing divergence when the supremum is not integrable
• Martingale ergodic and ergodic martingale processes with continuous time
• On the Ergodic Theorem

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Pointwise inequalities for ergodic averages and reversed martingales. ⋮ Vector Valued Martingale-Ergodic and Ergodic-Martingale Theorems ⋮ Convergence of ergodic-martingale paraproducts ⋮ Title not available (Why is that?) ⋮ Martin's conjecture and strong ergodicity

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