Article ID Journal Published Year Pages File Type
5774542 Journal of Mathematical Analysis and Applications 2017 18 Pages PDF
Abstract
Various topics in stochastic processes have been considered in the abstract setting of Riesz spaces, for example martingales, martingale convergence, ergodic theory, AMARTS, Markov processes and mixingales. Here we continue the relaxation of conditional independence begun in the study of mixingales and study mixing processes. The two mixing coefficients which will be considered are the α (strong) and φ (uniform) mixing coefficients. We conclude with mixing inequalities for these types of processes. In order to facilitate this development, the study of generalized L1 and L∞ spaces begun by Kuo, Labuschagne and Watson will be extended.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
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