English

Bernoulli Processes in Riesz spaces

Functional Analysis 2017-07-05 v1

Abstract

The action and averaging properties of conditional expectation operators are studied in the, measure-free, Riesz space, setting of Kuo, Labuschagne and Watson [{Conditional expectations on Riesz spaces}, J. Math. Anal. Appl., 303 (2005), 509-521] but on the abstract L2L^2 space, L2(T){\cal L}^2(T) introduced by Labuschagne and Watson [{ Discrete Stochastic Integration in Riesz Spaces}, Positivity, 14, (2010), 859 - 575]. In this setting it is shown that conditional expectation operators leave L2(T){\cal L}^2(T) invariant and the Bienaym\'e equality and Tchebichev inequality are proved. From this foundation Bernoulli processes are considered. Bernoulli's strong law of large numbers and Poisson's theorem are formulated and proved.

Keywords

Cite

@article{arxiv.1707.00968,
  title  = {Bernoulli Processes in Riesz spaces},
  author = {Wen-Chi Kuo and Jessica Joy Vardy and Bruce Alastair Watson},
  journal= {arXiv preprint arXiv:1707.00968},
  year   = {2017}
}

Comments

Ordered Structures and Applications: Positivity VII. Trends in Mathematics 263-274, 2016

R2 v1 2026-06-22T20:37:30.801Z