کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155948 958787 2009 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Decomposition and convergence for tree martingales
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Decomposition and convergence for tree martingales
چکیده انگلیسی

In this paper, the authors firstly construct a graph-theoretic decomposition of an index set for tree martingales, and based on this decomposition, they give a locally finite tree martingale’s notion and a tree martingale decomposition theorem. Secondly, they establish some relations between the locally finite tree martingales and the multiparameter martingales, and furthermore the convergence of tree martingales is shown by using the multiparameter martingale theory of Cairoli–Walsh. Finally, with some mild conditions, two inequalities for tree martingales are obtained by using their decomposition theorem and multiparameter martingale theory.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 8, August 2009, Pages 2625–2644
نویسندگان
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