Related papers: Bernoulli Processes in Riesz spaces

Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, $T$, in [{{\sc Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson}, {Convergence in Riesz spaces with…

Strong convergence and convergence in probability were generalized to the setting of a Riesz space with conditional expectation operator, T, in [Y. Azouzi, W.-C. Kuo, K. Ramdane, B. A. Watson, Convergence in Riesz spaces with conditional…

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…

Riesz space (non-pointwise) generalizations for iterative processes are given for the concepts of recurrence, first recurrence and conditional ergodicity. Riesz space conditional versions of the Poincar\'{e} Recurrence Theorem and the Kac…

The abstraction of the study of stochastic processes to Banach lattices and vector lattices has received much attention by Grobler, Kuo, Labuschagne, Stoica, Troitsky and Watson over the past fifteen years. By contrast mixing processes have…

Martingales, Markov processes and Laws of Large Numbers have been well studied in the Riesz space (vector lattice) setting. There has, however, been no attention given in the Riesz space setting to Laws of Small Numbers or to the so called…

We give a Hahn-Jordan decomposition in Riesz spaces which generalizes that of [{{\sc B. A. Watson}, {An And\^o-Douglas type theorem in Riesz spaces with a conditional expectation,} {\em Positivity,} {\bf 13} (2009), 543 - 558}] and a…

In this paper we prove a L\'evy-Ottaviani type of property for the Bernoulli process defined on an interval. Namely, we show that under certain conditions on functions $(a_i)_{i=1}^{n}$ and for independent Bernoulli random variables…

We introduce and study the concept of generating function for natural elements in a Dedekind complete Riesz space equipped with a conditional expectatnion operator. This allows to study discrete processes in free-measure setting. In…

The ergodic theorems of Hopf, Wiener and Birkhoff were extended to the context of Riesz spaces with a weak order unit and conditional expectation operator by Kuo, Labuschagne and Watson in [Ergodic Theory and the Strong Law of Large Numbers…

We obtain variants of the classical von Neumann-Morgenstern expected utility theorem, with and without the completeness axiom, in which the derived Bernoulli utility functions are Lipschitz. The prize space in these results is an arbitrary…

A plethora of spaces in Functional Analysis (Braun-Meise-Taylor and Carleman ultradifferentiable and ultraholomorphic classes; Orlicz, Besov, Lipschitz, Lebesque spaces, to cite the main ones) are defined by means of a weighted structure,…

A result of Chebyshev (1864) and Hoeffding1956}, on bounding an expectation of a given function with respect to a Bernoulli convolution (also called Poisson binomial law, or law of the number of successes in independent trials) with any…

In this paper we generalize the H\'ajek-R\'enyi-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…

This work develops, from a functional analytic perspective, the construction of random variables in Lebesgue spaces L^p. It extends classical notions of measurability, integrability, and expectation to L^p valued functions, using Pettis's…

Measure-free discrete time stochastic processes in Riesz spaces were formulated and studied by Kuo, Labuschagne and Watson. Aspects relating martingales, stopping times, convergence of these processes as well as various decomposition were…

It is shown that that the fractional integral operators with the parameter $\alpha$, $0<\alpha<1$, are not bounded between the generalized grand Lebesgue spaces $L^{p), \theta_1}$ and $L^{q), \theta_2}$ for $\theta_2 < (1+\alpha…

We consider here together the inference questions and the change-point problem in Poisson autoregressions (see Tj{\o}stheim, 2012). The conditional mean (or intensity) of the process is involved as a non-linear function of it past values…

This note generalizes the notion of conditional probability to Riesz spaces using the order-theoretic approach. With the aid of this concept, we establish the law of total probability and Bayes' theorem in Riesz spaces; we also prove an…

We extend the concept of conditional supremum to the measure-free setting of Riesz spaces via the conditional expectation operator. We explore its properties and show how this tool is crucial in generalizing various results across multiple…